+448.7%
AXP vs VCLT
+18.4%
+430.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +0.6% | +0.3% | +0.3% | +0.4% |
| 30D | +5.8% | +3.7% | +2.2% | +3.8% |
| 3M | -6.0% | -1.0% | -5.1% | -5.6% |
| 6M | +0.3% | -3.4% | +3.7% | +2.1% |
| YTD | -12.3% | -2.6% | -9.6% | -11.0% |
| 1Y | -11.2% | -3.3% | -8.0% | -9.6% |
| 3Y | +117.0% | +17.3% | +99.7% | +99.4% |
| 5Y | +93.2% | -17.0% | +110.2% | +109.1% |
| All | +448.7% | +18.4% | +430.3% | +481.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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