+652.8%
AXTI vs VST
+1,046.2%
-393.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +7.3% | +3.1% | +7.3% |
| 7D | -11.0% | -0.5% | -10.5% | -10.4% |
| 30D | -37.3% | -17.1% | -20.3% | -31.8% |
| 3M | -51.6% | -4.6% | -47.0% | -50.1% |
| 6M | -63.1% | -9.1% | -54.1% | -60.8% |
| YTD | +162.4% | -16.6% | +179.1% | +184.2% |
| 1Y | +353.6% | -29.5% | +383.1% | +421.8% |
| 3Y | +1,972.9% | +297.5% | +1,675.4% | +1,165.6% |
| 5Y | +370.0% | +654.5% | -284.5% | +128.2% |
| 10Y | +749.7% | +1,205.2% | -455.5% | +250.5% |
| All | +652.8% | +1,046.2% | -393.4% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling