+147.9%
EWY vs AXON
+40.0%
+108.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.8% | -2.0% |
| 7D | -10.2% | -27.4% | +17.1% | -7.7% |
| 30D | -21.5% | -28.5% | +7.0% | -19.2% |
| 3M | -14.7% | -49.3% | +34.6% | -9.7% |
| 6M | -26.8% | -25.0% | -1.8% | -25.8% |
| YTD | +43.2% | -46.7% | +89.9% | +49.0% |
| 1Y | +48.7% | -48.3% | +97.0% | +55.2% |
| 3Y | +147.9% | +38.8% | +109.1% | +112.7% |
| All | +147.9% | +40.0% | +108.0% | +112.7% |
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