+2,185.7%
AXON vs VWO
+293.6%
+1,892.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +0.8% | +2.0% | -1.2% | -0.8% |
| 30D | -22.8% | -4.3% | -18.5% | -20.3% |
| 3M | -48.8% | -6.4% | -42.4% | -46.2% |
| 6M | -16.3% | -5.6% | -10.6% | -13.0% |
| YTD | -44.5% | +5.2% | -49.7% | -47.3% |
| 1Y | -43.4% | +5.2% | -48.6% | -46.2% |
| 3Y | +44.3% | +55.5% | -11.3% | -1.3% |
| 5Y | +85.1% | +25.6% | +59.5% | +51.3% |
| 10Y | +1,060.5% | +110.8% | +949.7% | +533.7% |
| All | +2,185.7% | +293.6% | +1,892.1% | +495.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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