+1,472.1%
AXTI vs VYM
+209.2%
+1,262.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.8% |
| 7D | +5.1% | -0.8% | +5.9% | +6.2% |
| 30D | -17.5% | -2.2% | -15.2% | -15.0% |
| 3M | -26.7% | +3.1% | -29.7% | -30.0% |
| 6M | +36.8% | +9.7% | +27.0% | +20.1% |
| YTD | +296.1% | +14.9% | +281.3% | +229.8% |
| 1Y | +1,810.6% | +17.6% | +1,793.1% | +1,460.1% |
| 3Y | +2,587.6% | +65.3% | +2,522.2% | +1,394.1% |
| 5Y | +601.7% | +78.7% | +523.0% | +261.5% |
| All | +1,472.1% | +209.2% | +1,262.9% | +342.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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