+43.6%
EWZ vs AXON
+1,304.2%
-1,260.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -18.2% | +18.9% | +3.3% |
| 7D | -1.5% | -26.8% | +25.4% | +2.6% |
| 30D | -24.5% | -22.9% | -1.6% | -22.1% |
| 3M | -10.7% | -40.1% | +29.4% | -5.0% |
| 6M | -19.1% | -18.9% | -0.2% | -18.9% |
| YTD | +1.6% | -44.9% | +46.5% | +7.1% |
| 1Y | +4.3% | -46.7% | +51.0% | +10.4% |
| 3Y | +19.0% | +44.3% | -25.4% | 0.0% |
| 5Y | +57.7% | +71.4% | -13.7% | +22.9% |
| All | +43.6% | +1,304.2% | -1,260.6% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling