+614.8%
FLEX vs AXON
+1,058.0%
-443.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.7% | -6.7% | -4.7% |
| 7D | +7.5% | +0.8% | +6.7% | +7.1% |
| 30D | -25.3% | -22.8% | -2.5% | -20.6% |
| 3M | -39.7% | -48.8% | +9.1% | -28.8% |
| 6M | -47.9% | -16.3% | -31.6% | -47.8% |
| YTD | +24.1% | -44.5% | +68.6% | +36.5% |
| 1Y | +26.0% | -43.4% | +69.4% | +37.8% |
| 3Y | +282.7% | +44.3% | +238.4% | +187.9% |
| 5Y | +424.2% | +85.1% | +339.1% | +241.4% |
| All | +614.8% | +1,058.0% | -443.2% | +175.9% |
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