+1,472.1%
AXTI vs VSH
+196.4%
+1,275.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.1% | -6.0% | -4.6% |
| 7D | +5.1% | +4.8% | +0.3% | +1.1% |
| 30D | -17.5% | -0.7% | -16.8% | -15.9% |
| 3M | -26.7% | -43.1% | +16.4% | +14.1% |
| 6M | +36.8% | +91.8% | -55.0% | -13.7% |
| YTD | +296.1% | +131.6% | +164.5% | +121.3% |
| 1Y | +1,810.6% | +118.1% | +1,692.5% | +1,013.9% |
| 3Y | +2,587.6% | +40.9% | +2,546.7% | +1,960.5% |
| 5Y | +601.7% | +75.8% | +526.0% | +352.7% |
| All | +1,472.1% | +196.4% | +1,275.7% | +602.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling