+2.2%
EFA vs AXON
-23.3%
+25.4%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +1.2% | -27.4% | +28.6% | +2.7% |
| 30D | +0.9% | -28.5% | +29.4% | +2.4% |
| 3M | -3.4% | -49.3% | +45.9% | -1.1% |
| All | +2.2% | -23.3% | +25.4% | +3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling