+469.1%
AXP vs VFC
-67.5%
+536.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.9% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | -6.5% | -11.6% | +5.1% | -2.5% |
| 3M | +4.6% | -18.1% | +22.7% | +10.8% |
| 6M | +5.4% | -27.4% | +32.8% | +15.7% |
| YTD | -11.1% | -24.8% | +13.7% | -4.0% |
| 1Y | -0.3% | -8.2% | +7.9% | -1.2% |
| 3Y | +111.6% | -29.1% | +140.7% | +96.1% |
| 5Y | +117.6% | -79.2% | +196.7% | +283.5% |
| All | +469.1% | -67.5% | +536.6% | +711.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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