+67.0%
EWZ vs AXON
+1,109.0%
-1,042.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +0.3% |
| 7D | +0.6% | -25.6% | +26.2% | +4.6% |
| 30D | -25.5% | -23.9% | -1.6% | -22.9% |
| 3M | -4.5% | -50.4% | +45.9% | +5.0% |
| 6M | -15.3% | -20.0% | +4.7% | -14.8% |
| YTD | +3.1% | -44.5% | +47.5% | +8.7% |
| 1Y | +1.2% | -44.9% | +46.1% | +6.8% |
| 3Y | +19.3% | +44.7% | -25.5% | -0.6% |
| 5Y | +52.3% | +86.7% | -34.4% | +14.9% |
| 10Y | +67.0% | +1,060.5% | -993.5% | -10.2% |
| All | +67.0% | +1,109.0% | -1,042.0% | -10.2% |
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