+408.8%
VUG vs AXON
+1,854.8%
-1,446.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.3% |
| 7D | -0.1% | -14.2% | +14.1% | +2.7% |
| 30D | -0.3% | -15.4% | +15.1% | +2.2% |
| 3M | -0.7% | +0.5% | -1.2% | -2.1% |
| 6M | +14.6% | -9.5% | +24.1% | +14.3% |
| YTD | +9.0% | -9.2% | +18.2% | +7.8% |
| 1Y | +14.9% | -29.4% | +44.2% | +18.9% |
| 3Y | +86.0% | +139.4% | -53.4% | +42.7% |
| 5Y | +76.7% | +178.9% | -102.2% | +25.3% |
| All | +408.8% | +1,854.8% | -1,446.0% | +170.2% |
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