+65,808.7%
AXON vs VSH
+110.8%
+65,697.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +13.4% | -16.6% | -7.3% |
| 7D | -28.7% | +3.5% | -32.2% | -30.3% |
| 30D | -28.3% | -22.4% | -5.9% | -23.9% |
| 3M | -46.9% | -25.2% | -21.7% | -43.8% |
| 6M | -24.9% | -22.5% | -2.3% | -26.1% |
| YTD | -46.6% | +84.2% | -130.8% | -62.1% |
| 1Y | -49.7% | +87.1% | -136.7% | -64.6% |
| 3Y | +40.6% | +31.7% | +8.9% | +3.8% |
| 5Y | +71.9% | +42.6% | +29.3% | +20.7% |
| 10Y | +1,180.9% | +116.6% | +1,064.3% | +632.2% |
| All | +65,808.7% | +110.8% | +65,697.9% | +26,665.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling