+1,786.0%
AXON vs VYM
+207.1%
+1,578.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.8% |
| 7D | -11.0% | -1.9% | -9.2% | -9.3% |
| 30D | -24.7% | -2.6% | -22.2% | -22.7% |
| 3M | +7.0% | +3.6% | +3.4% | +3.7% |
| 6M | -9.6% | +8.7% | -18.3% | -16.6% |
| YTD | -15.7% | +14.1% | -29.8% | -25.9% |
| 1Y | -35.9% | +17.8% | -53.8% | -45.5% |
| 3Y | +123.0% | +64.5% | +58.5% | +36.9% |
| 5Y | +166.3% | +77.5% | +88.8% | +53.1% |
| All | +1,786.0% | +207.1% | +1,578.9% | +526.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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