+86.1%
AXP vs VFC
-68.3%
+154.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | 0.0% |
| 7D | -0.1% | +1.6% | -1.7% | -0.5% |
| 30D | +4.4% | +25.5% | -21.0% | -1.3% |
| 3M | -6.4% | +41.3% | -47.7% | -14.2% |
| 6M | +4.2% | +22.2% | -18.1% | -2.0% |
| YTD | -12.4% | +16.4% | -28.8% | -16.9% |
| 1Y | -11.1% | +38.4% | -49.5% | -19.3% |
| 3Y | +114.9% | +56.2% | +58.6% | +70.6% |
| All | +86.1% | -68.3% | +154.5% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling