+256.8%
FLEX vs AXON
+42.7%
+214.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -18.2% | +22.7% | +7.3% |
| 7D | -19.3% | -26.8% | +7.5% | -15.6% |
| 30D | -41.5% | -22.9% | -18.6% | -39.3% |
| 3M | -43.1% | -40.1% | -3.0% | -39.1% |
| 6M | -48.2% | -18.9% | -29.3% | -48.2% |
| YTD | +15.5% | -44.9% | +60.4% | +23.1% |
| 1Y | +10.2% | -46.7% | +56.9% | +18.3% |
| 3Y | +256.8% | +44.3% | +212.5% | +199.9% |
| All | +256.8% | +42.7% | +214.1% | +199.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling