+146.5%
EFA vs AXON
+1,058.0%
-911.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.6% | -0.2% |
| 7D | +2.2% | +0.8% | +1.5% | +2.1% |
| 30D | +1.4% | -22.8% | +24.2% | +4.2% |
| 3M | -4.2% | -48.8% | +44.6% | +3.1% |
| 6M | +1.9% | -16.3% | +18.2% | +2.3% |
| YTD | +10.2% | -44.5% | +54.7% | +15.3% |
| 1Y | +12.8% | -43.4% | +56.2% | +17.7% |
| 3Y | +65.2% | +44.3% | +20.9% | +45.8% |
| 5Y | +49.8% | +85.1% | -35.3% | +23.6% |
| All | +146.5% | +1,058.0% | -911.5% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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