+1,164.9%
VST vs AXON
+1,058.0%
+106.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.6% |
| 7D | +6.6% | +0.8% | +5.8% | +6.4% |
| 30D | -12.4% | -22.8% | +10.4% | -9.1% |
| 3M | -9.0% | -48.8% | +39.8% | +1.2% |
| 6M | -6.4% | -16.3% | +9.8% | -7.4% |
| YTD | -17.2% | -44.5% | +27.3% | -11.9% |
| 1Y | -22.0% | -43.4% | +21.4% | -17.4% |
| 3Y | +296.7% | +44.3% | +252.4% | +259.2% |
| 5Y | +637.6% | +85.1% | +552.5% | +522.6% |
| All | +1,164.9% | +1,058.0% | +106.9% | +707.1% |
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