+81.1%
EWZ vs AXON
+1,827.7%
-1,746.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.1% |
| 7D | +6.5% | -14.2% | +20.7% | +8.7% |
| 30D | +4.8% | -15.4% | +20.2% | +6.8% |
| 3M | +9.9% | +0.5% | +9.4% | +8.4% |
| 6M | +1.9% | -9.5% | +11.4% | +1.5% |
| YTD | +20.3% | -9.2% | +29.5% | +18.9% |
| 1Y | +35.6% | -29.4% | +65.0% | +39.0% |
| 3Y | +43.4% | +139.4% | -96.0% | +13.3% |
| 5Y | +55.9% | +178.9% | -123.0% | +14.6% |
| All | +81.1% | +1,827.7% | -1,746.6% | +4.2% |
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