+20.1%
FXI vs AXON
+1,278.1%
-1,258.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.5% |
| 7D | +4.4% | -28.7% | +33.1% | +8.3% |
| 30D | +1.2% | -28.3% | +29.5% | +4.9% |
| 3M | -4.2% | -46.9% | +42.7% | +2.6% |
| 6M | -6.2% | -24.9% | +18.6% | -4.7% |
| YTD | -8.8% | -46.6% | +37.8% | -4.1% |
| 1Y | -11.6% | -49.7% | +38.1% | -6.4% |
| 3Y | +45.1% | +40.6% | +4.6% | +25.3% |
| 5Y | -1.2% | +71.9% | -73.1% | -20.5% |
| 10Y | +20.1% | +1,180.9% | -1,160.8% | -22.0% |
| All | +20.1% | +1,278.1% | -1,258.0% | -22.0% |
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