+1,060.5%
AXON vs VTR
+135.2%
+925.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -25.6% | +1.4% | -27.0% | -25.9% |
| 30D | -23.9% | +8.2% | -32.1% | -25.6% |
| 3M | -50.4% | +4.6% | -55.0% | -51.1% |
| 6M | -20.0% | +4.3% | -24.4% | -21.6% |
| YTD | -44.5% | +19.0% | -63.5% | -47.9% |
| 1Y | -44.9% | +21.6% | -66.5% | -48.6% |
| 3Y | +44.7% | +132.2% | -87.5% | +9.4% |
| 5Y | +86.7% | +94.4% | -7.7% | +46.8% |
| 10Y | +1,060.5% | +133.5% | +927.0% | +640.3% |
| All | +1,060.5% | +135.2% | +925.3% | +640.3% |
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