+1,467.5%
AXSM vs VT
+235.2%
+1,232.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -3.6% |
| 7D | -4.5% | -0.3% | -4.2% | -4.3% |
| 30D | -22.6% | -1.4% | -21.2% | -21.6% |
| 3M | -35.4% | -1.4% | -34.0% | -34.6% |
| 6M | -38.8% | +5.5% | -44.2% | -42.4% |
| YTD | -25.0% | +12.8% | -37.8% | -34.3% |
| 1Y | +1.5% | +15.4% | -13.9% | -13.3% |
| 3Y | +110.3% | +76.9% | +33.4% | +13.2% |
| 5Y | +235.4% | +60.4% | +175.0% | +103.5% |
| 10Y | +2,057.5% | +232.8% | +1,824.7% | +629.5% |
| All | +1,467.5% | +235.2% | +1,232.3% | +372.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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