+1,846.0%
AXON vs VTR
+87.8%
+1,758.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.9% |
| 7D | -3.3% | -2.9% | -0.4% | -2.5% |
| 30D | -17.8% | -2.8% | -15.0% | -17.3% |
| 3M | +8.3% | +9.0% | -0.7% | +5.3% |
| 6M | -12.4% | +5.0% | -17.3% | -14.3% |
| YTD | -13.7% | +16.9% | -30.7% | -18.5% |
| 1Y | -33.1% | +34.3% | -67.4% | -39.5% |
| 3Y | +128.2% | +131.6% | -3.4% | +73.5% |
| 5Y | +170.5% | +88.0% | +82.5% | +115.0% |
| 10Y | +1,846.0% | +97.8% | +1,748.2% | +1,260.4% |
| All | +1,846.0% | +87.8% | +1,758.2% | +1,260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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