+1,216.9%
VST vs AXON
+2,060.3%
-843.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.7% | +4.3% |
| 7D | +8.9% | -14.2% | +23.1% | +11.8% |
| 30D | +6.2% | -15.4% | +21.6% | +8.7% |
| 3M | -2.7% | +0.5% | -3.2% | -4.6% |
| 6M | -8.4% | -9.5% | +1.1% | -9.1% |
| YTD | -7.2% | -9.2% | +2.0% | -8.6% |
| 1Y | -20.9% | -29.4% | +8.5% | -18.3% |
| 3Y | +384.0% | +139.4% | +244.6% | +305.0% |
| 5Y | +757.1% | +178.9% | +578.2% | +577.8% |
| All | +1,216.9% | +2,060.3% | -843.5% | +669.4% |
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