+79.5%
VUG vs AXON
+40.7%
+38.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.1% |
| 7D | +4.4% | -19.7% | +24.1% | +7.1% |
| 30D | -7.3% | -25.7% | +18.4% | -3.9% |
| 3M | -4.2% | -48.8% | +44.5% | +4.2% |
| 6M | -1.6% | -22.0% | +20.4% | -0.3% |
| YTD | +4.9% | -45.9% | +50.8% | +11.2% |
| 1Y | +3.8% | -46.1% | +49.9% | +10.0% |
| All | +79.5% | +40.7% | +38.8% | +58.3% |
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