+176.1%
QLD vs AXON
+140.4%
+35.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.4% |
| 7D | +0.6% | -14.2% | +14.7% | +4.4% |
| 30D | -0.1% | -15.4% | +15.3% | +3.3% |
| 3M | -8.4% | +0.5% | -8.8% | -10.2% |
| 6M | +32.2% | -9.5% | +41.7% | +32.4% |
| YTD | +28.9% | -9.2% | +38.1% | +27.6% |
| 1Y | +43.8% | -29.4% | +73.2% | +53.2% |
| All | +176.1% | +140.4% | +35.7% | +70.1% |
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