+170.0%
AXON vs VSXY
+37.7%
+132.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.5% | -2.7% |
| 7D | -3.3% | -10.7% | +7.4% | -2.3% |
| 30D | -17.8% | -24.3% | +6.4% | -15.5% |
| 3M | +8.3% | +1.0% | +7.3% | +7.5% |
| 6M | -12.4% | +57.4% | -69.7% | -18.9% |
| YTD | -13.7% | +39.8% | -53.5% | -19.3% |
| 1Y | -33.1% | +196.5% | -229.5% | -43.7% |
| 3Y | +128.2% | +357.2% | -229.0% | +65.1% |
| 5Y | +170.5% | +18.9% | +151.6% | +132.5% |
| All | +170.0% | +37.7% | +132.4% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling