+378.9%
EFA vs AXON
+43,912.1%
-43,533.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.2% |
| 7D | -1.0% | -25.6% | +24.6% | +2.1% |
| 30D | +1.6% | -23.9% | +25.5% | +4.4% |
| 3M | -3.2% | -50.4% | +47.3% | +4.2% |
| 6M | +2.5% | -20.0% | +22.5% | +3.5% |
| YTD | +10.7% | -44.5% | +55.2% | +15.6% |
| 1Y | +12.8% | -44.9% | +57.6% | +17.8% |
| 3Y | +66.4% | +44.7% | +21.7% | +51.1% |
| 5Y | +51.4% | +86.7% | -35.3% | +30.7% |
| 10Y | +146.3% | +1,060.5% | -914.2% | +63.9% |
| All | +378.9% | +43,912.1% | -43,533.2% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling