+84.3%
QLD vs AXON
+72.9%
+11.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.8% | -27.4% | +23.6% | +7.4% |
| 30D | -20.5% | -28.5% | +7.9% | -10.9% |
| 3M | -14.6% | -49.3% | +34.6% | +7.6% |
| 6M | -14.7% | -25.0% | +10.4% | -10.8% |
| YTD | +11.2% | -46.7% | +57.9% | +30.2% |
| 1Y | +7.1% | -48.3% | +55.4% | +27.1% |
| 3Y | +141.1% | +38.8% | +102.3% | +44.8% |
| 5Y | +84.3% | +77.7% | +6.6% | -19.5% |
| All | +84.3% | +72.9% | +11.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling