+440.3%
AXP vs VFC
-44.8%
+485.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.1% |
| 7D | -1.1% | +7.7% | -8.8% | -3.7% |
| 30D | +5.2% | +39.2% | -34.0% | -6.5% |
| 3M | -4.6% | +40.3% | -44.8% | -15.6% |
| 6M | +3.2% | +11.4% | -8.2% | -2.4% |
| YTD | -11.3% | +17.5% | -28.9% | -18.4% |
| 1Y | -11.0% | +45.9% | -56.9% | -24.5% |
| 3Y | +120.2% | +47.3% | +72.8% | +55.2% |
| 5Y | +91.7% | -67.2% | +158.9% | +189.5% |
| 10Y | +440.3% | -46.1% | +486.4% | +549.5% |
| All | +440.3% | -44.8% | +485.1% | +549.5% |
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