+1,046.6%
AXON vs VTRS
-30.6%
+1,077.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | +0.8% | +4.6% | -3.8% | -0.3% |
| 30D | -22.8% | +19.4% | -42.1% | -26.1% |
| 3M | -48.8% | +30.8% | -79.5% | -52.1% |
| 6M | -16.3% | +21.6% | -37.9% | -20.3% |
| YTD | -44.5% | +71.2% | -115.6% | -51.1% |
| 1Y | -43.4% | +97.6% | -141.0% | -51.8% |
| 3Y | +44.3% | +163.9% | -119.6% | +11.0% |
| 5Y | +85.1% | +82.1% | +3.0% | +51.5% |
| All | +1,046.6% | -30.6% | +1,077.2% | +919.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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