+148.1%
EWY vs AXON
+177.9%
-29.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +0.8% |
| 7D | +8.0% | -2.5% | +10.5% | +8.3% |
| 30D | +14.3% | -11.5% | +25.8% | +15.8% |
| 3M | +2.3% | +7.3% | -5.0% | +0.2% |
| 6M | +49.9% | -11.9% | +61.8% | +50.4% |
| YTD | +95.3% | -11.0% | +106.3% | +94.5% |
| 1Y | +161.7% | -31.8% | +193.5% | +170.2% |
| 3Y | +230.2% | +135.4% | +94.8% | +160.6% |
| 5Y | +148.1% | +176.9% | -28.7% | +72.6% |
| All | +148.1% | +177.9% | -29.8% | +72.6% |
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