+230.2%
EWY vs AXON
+134.7%
+95.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +0.7% |
| 7D | +8.0% | -2.5% | +10.5% | +8.2% |
| 30D | +14.3% | -11.5% | +25.8% | +15.4% |
| 3M | +2.3% | +7.3% | -5.0% | +0.9% |
| 6M | +49.9% | -11.9% | +61.8% | +50.5% |
| YTD | +95.3% | -11.0% | +106.3% | +94.7% |
| 1Y | +161.7% | -31.8% | +193.5% | +167.8% |
| 3Y | +230.2% | +135.4% | +94.8% | +162.9% |
| All | +230.2% | +134.7% | +95.5% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling