+169.4%
XLV vs AXON
+1,815.8%
-1,646.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -7.0% | +3.5% | -2.9% |
| 30D | -1.8% | -20.1% | +18.3% | 0.0% |
| 3M | +7.8% | +7.4% | +0.4% | +6.5% |
| 6M | +9.1% | -7.4% | +16.5% | +8.8% |
| YTD | +7.7% | -15.6% | +23.3% | +7.9% |
| 1Y | +20.4% | -36.2% | +56.6% | +23.4% |
| 3Y | +30.8% | +124.8% | -94.1% | +14.1% |
| 5Y | +34.6% | +166.6% | -131.9% | +12.3% |
| All | +169.4% | +1,815.8% | -1,646.4% | +82.9% |
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