+5,585.4%
AXON vs VYM
+492.8%
+5,092.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.7% |
| 7D | -14.2% | 0.0% | -14.1% | -14.1% |
| 30D | -15.4% | -0.5% | -14.8% | -14.7% |
| 3M | +0.5% | +3.0% | -2.5% | -2.7% |
| 6M | -9.5% | +8.2% | -17.7% | -17.6% |
| YTD | -9.2% | +15.8% | -25.0% | -23.9% |
| 1Y | -29.4% | +20.8% | -50.2% | -43.8% |
| 3Y | +139.4% | +65.3% | +74.1% | +30.3% |
| 5Y | +178.9% | +76.6% | +102.3% | +40.0% |
| 10Y | +1,840.8% | +203.9% | +1,636.9% | +370.3% |
| All | +5,585.4% | +492.8% | +5,092.6% | +470.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling