+601.0%
AXTI vs VFC
-79.4%
+680.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.6% | -4.5% | -5.6% |
| 7D | +15.1% | -3.3% | +18.4% | +16.4% |
| 30D | -12.3% | -14.0% | +1.7% | -8.2% |
| 3M | -24.1% | -22.6% | -1.6% | -18.7% |
| 6M | +46.0% | -24.7% | +70.8% | +58.0% |
| YTD | +295.7% | -29.0% | +324.7% | +336.3% |
| 1Y | +1,825.6% | -13.8% | +1,839.4% | +1,866.0% |
| 3Y | +2,630.0% | -28.2% | +2,658.2% | +2,594.7% |
| 5Y | +601.0% | -79.0% | +680.0% | +988.2% |
| All | +601.0% | -79.4% | +680.4% | +988.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 5y: compounded portfolio wealth divided by compounded VFC 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…
5y analysis · Full analysis span regression · 6 months rolling