+1,917.9%
VRT vs AXON
+343.4%
+1,574.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.1% | +12.8% | +10.6% |
| 7D | -10.6% | -28.7% | +18.1% | -1.5% |
| 30D | -17.4% | -28.3% | +10.9% | -9.3% |
| 3M | -26.4% | -46.9% | +20.5% | -12.0% |
| 6M | -41.0% | -24.9% | -16.1% | -38.8% |
| YTD | +23.8% | -46.6% | +70.4% | +39.8% |
| 1Y | +11.6% | -49.7% | +61.3% | +29.0% |
| 3Y | +403.5% | +40.6% | +362.9% | +295.5% |
| 5Y | +647.0% | +71.9% | +575.2% | +414.1% |
| All | +1,917.9% | +343.4% | +1,574.5% | +926.2% |
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