+50.5%
EFA vs AXON
+71.5%
-21.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.1% | +6.2% | +3.3% |
| 7D | +1.2% | -28.7% | +30.0% | +4.5% |
| 30D | +1.5% | -28.3% | +29.8% | +4.7% |
| 3M | -3.3% | -46.9% | +43.6% | +2.5% |
| 6M | +2.6% | -24.9% | +27.4% | +4.0% |
| YTD | +11.0% | -46.6% | +57.6% | +16.1% |
| 1Y | +15.1% | -49.7% | +64.8% | +21.2% |
| 3Y | +67.6% | +40.6% | +27.1% | +44.0% |
| 5Y | +50.5% | +71.9% | -21.4% | +15.0% |
| All | +50.5% | +71.5% | -21.0% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling