+582.1%
AXTI vs VST
+968.1%
-386.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +10.6% | -4.7% | +1.5% |
| 7D | -29.4% | -9.8% | -19.6% | -26.0% |
| 30D | -51.3% | -25.1% | -26.1% | -44.7% |
| 3M | -48.3% | -11.6% | -36.7% | -45.1% |
| 6M | -62.9% | -20.9% | -42.0% | -58.5% |
| YTD | +137.8% | -22.3% | +160.1% | +164.8% |
| 1Y | +338.3% | -32.0% | +370.3% | +412.5% |
| 3Y | +1,590.4% | +262.4% | +1,328.0% | +969.1% |
| 5Y | +321.7% | +563.4% | -241.7% | +114.4% |
| 10Y | +655.0% | +1,120.7% | -465.7% | +219.7% |
| All | +582.1% | +968.1% | -386.0% | +191.0% |
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