+373.4%
VST vs AXON
+140.4%
+233.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.7% | +4.6% |
| 7D | +8.9% | -14.2% | +23.1% | +13.1% |
| 30D | +6.2% | -15.4% | +21.6% | +9.9% |
| 3M | -2.7% | +0.5% | -3.2% | -5.9% |
| 6M | -8.4% | -9.5% | +1.1% | -9.0% |
| YTD | -7.2% | -9.2% | +2.0% | -8.9% |
| 1Y | -20.9% | -29.4% | +8.5% | -14.9% |
| All | +373.4% | +140.4% | +233.0% | +238.4% |
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 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