+797.7%
AXTI vs VST
+1,153.0%
-355.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.8% | -8.1% | -7.6% |
| 7D | +18.6% | +19.2% | -0.6% | +10.5% |
| 30D | -32.6% | -17.2% | -15.5% | -26.6% |
| 3M | -44.5% | -8.1% | -36.4% | -41.8% |
| 6M | -64.6% | -8.1% | -56.4% | -62.4% |
| YTD | +166.3% | -16.3% | +182.6% | +188.3% |
| 1Y | +296.5% | -24.1% | +320.6% | +345.8% |
| 3Y | +2,099.0% | +300.2% | +1,798.8% | +1,235.7% |
| 5Y | +377.9% | +645.9% | -268.0% | +131.7% |
| All | +797.7% | +1,153.0% | -355.3% | +275.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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