+554.7%
AXTI vs VFC
+127.3%
+427.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.9% | +14.7% | +13.5% |
| 7D | +24.0% | +0.8% | +23.1% | +23.6% |
| 30D | -21.5% | -11.9% | -9.5% | -18.1% |
| 3M | -23.4% | -20.2% | -3.2% | -18.5% |
| 6M | +114.9% | -23.0% | +137.9% | +131.5% |
| YTD | +325.4% | -26.2% | +351.7% | +365.6% |
| 1Y | +2,136.7% | -13.3% | +2,150.0% | +2,175.2% |
| 3Y | +2,835.0% | -25.5% | +2,860.5% | +2,690.7% |
| 5Y | +652.8% | -78.1% | +730.9% | +993.3% |
| 10Y | +1,513.9% | -68.8% | +1,582.7% | +1,894.8% |
| All | +554.7% | +127.3% | +427.4% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling