+65.5%
VZ vs AXON
+1,304.2%
-1,238.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -18.2% | +17.3% | -0.9% |
| 7D | +2.1% | -26.8% | +29.0% | +2.2% |
| 30D | +1.4% | -22.9% | +24.3% | +1.4% |
| 3M | -1.3% | -40.1% | +38.8% | -1.1% |
| 6M | -0.5% | -18.9% | +18.4% | -0.6% |
| YTD | +19.6% | -44.9% | +64.5% | +19.9% |
| 1Y | +22.4% | -46.7% | +69.1% | +22.7% |
| 3Y | +55.9% | +44.3% | +11.5% | +50.8% |
| 5Y | +20.4% | +71.4% | -51.0% | +15.0% |
| All | +65.5% | +1,304.2% | -1,238.7% | +53.3% |
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 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