+3,377.7%
AXON vs VYM
+498.6%
+2,879.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +0.8% | +3.7% | -2.9% | -3.6% |
| 30D | -22.8% | +3.7% | -26.5% | -25.8% |
| 3M | -48.8% | -0.7% | -48.0% | -48.1% |
| 6M | -16.3% | +7.2% | -23.5% | -22.5% |
| YTD | -44.5% | +16.9% | -61.4% | -53.9% |
| 1Y | -43.4% | +19.6% | -63.0% | -54.2% |
| 3Y | +44.3% | +74.6% | -30.3% | -26.5% |
| 5Y | +85.1% | +72.3% | +12.8% | -3.8% |
| 10Y | +1,060.5% | +206.5% | +854.0% | +178.7% |
| All | +3,377.7% | +498.6% | +2,879.1% | +245.5% |
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