+981.4%
AXTI vs VST
+1,175.7%
-194.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.5% | +6.2% | +8.3% |
| 7D | +5.1% | +8.9% | -3.8% | +1.7% |
| 30D | -10.2% | +6.2% | -16.4% | -12.2% |
| 3M | -41.8% | -2.7% | -39.1% | -40.4% |
| 6M | +57.5% | -8.4% | +65.9% | +65.0% |
| YTD | +277.0% | -7.2% | +284.2% | +287.5% |
| 1Y | +1,982.4% | -20.9% | +2,003.3% | +2,190.9% |
| 3Y | +2,234.8% | +384.0% | +1,850.9% | +1,212.3% |
| 5Y | +528.3% | +757.1% | -228.7% | +185.9% |
| All | +981.4% | +1,175.7% | -194.3% | +325.9% |
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