+892.2%
AXP vs VCIT
+96.6%
+795.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +7.0% | +2.1% | +5.0% | +6.1% |
| 3M | -6.6% | -1.6% | -5.0% | -6.0% |
| 6M | +3.5% | -1.6% | +5.0% | +4.2% |
| YTD | -11.2% | -1.5% | -9.7% | -10.6% |
| 1Y | -10.2% | -0.4% | -9.8% | -9.9% |
| 3Y | +120.0% | +19.6% | +100.5% | +106.3% |
| 5Y | +95.6% | +3.3% | +92.3% | +86.4% |
| 10Y | +468.1% | +28.9% | +439.2% | +483.3% |
| All | +892.2% | +96.6% | +795.6% | +1,490.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 all: compounded portfolio wealth divided by compounded VCIT 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…
all analysis · Full analysis span regression · 6 months rolling