+465.4%
AXP vs VCLT
+14.8%
+450.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.1% | -0.5% | -1.6% | -1.8% |
| 30D | -6.5% | -0.9% | -5.7% | -6.1% |
| 3M | +4.6% | -3.2% | +7.9% | +6.5% |
| 6M | +5.4% | -3.8% | +9.2% | +7.7% |
| YTD | -11.1% | -2.0% | -9.1% | -10.1% |
| 1Y | -0.3% | -0.8% | +0.5% | +0.2% |
| 3Y | +111.6% | +12.3% | +99.3% | +98.6% |
| 5Y | +117.6% | -15.4% | +133.0% | +133.3% |
| All | +465.4% | +14.8% | +450.7% | +506.4% |
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