+996.4%
VST vs AXON
+1,616.3%
-619.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.8% | +3.7% | -4.4% |
| 7D | -19.9% | -12.7% | -7.2% | -18.0% |
| 30D | -29.7% | -8.6% | -21.0% | -28.7% |
| 3M | -19.6% | -37.2% | +17.7% | -13.4% |
| 6M | -29.4% | +0.5% | -29.9% | -31.9% |
| YTD | -29.7% | -32.6% | +2.9% | -27.2% |
| 1Y | -40.0% | -40.2% | +0.1% | -36.4% |
| 3Y | +231.0% | +76.1% | +154.9% | +191.9% |
| 5Y | +500.1% | +109.5% | +390.6% | +399.1% |
| All | +996.4% | +1,616.3% | -619.9% | +585.6% |
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