+202.4%
VLO vs AXON
+140.4%
+62.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.1% |
| 7D | +5.2% | -14.2% | +19.4% | +5.6% |
| 30D | +22.6% | -15.4% | +38.0% | +23.1% |
| 3M | +43.8% | +0.5% | +43.3% | +43.2% |
| 6M | +65.7% | -9.5% | +75.2% | +66.5% |
| YTD | +131.1% | -9.2% | +140.3% | +131.5% |
| 1Y | +143.6% | -29.4% | +173.0% | +148.1% |
| All | +202.4% | +140.4% | +62.0% | +171.0% |
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 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