+160.5%
VEA vs AXON
+1,058.0%
-897.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.3% |
| 7D | +2.3% | +0.8% | +1.5% | +2.1% |
| 30D | +0.2% | -22.8% | +23.0% | +3.0% |
| 3M | -5.3% | -48.8% | +43.4% | +1.9% |
| 6M | -0.9% | -16.3% | +15.4% | -0.5% |
| YTD | +12.2% | -44.5% | +56.7% | +17.6% |
| 1Y | +16.1% | -43.4% | +59.5% | +21.3% |
| 3Y | +73.0% | +44.3% | +28.7% | +52.5% |
| 5Y | +53.7% | +85.1% | -31.4% | +26.5% |
| All | +160.5% | +1,058.0% | -897.5% | +73.2% |
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