+6,575.1%
AXP vs VFC
+1,367.6%
+5,207.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -0.6% | +3.5% | -4.1% | -2.0% |
| 30D | +5.0% | +38.3% | -33.3% | -8.3% |
| 3M | -4.2% | +40.2% | -44.4% | -17.1% |
| 6M | +2.9% | +10.6% | -7.7% | -3.5% |
| YTD | -11.6% | +16.7% | -28.3% | -19.8% |
| 1Y | -11.1% | +45.0% | -56.1% | -26.6% |
| 3Y | +116.7% | +48.8% | +67.9% | +45.4% |
| 5Y | +89.6% | -67.6% | +157.2% | +145.6% |
| 10Y | +428.4% | -47.5% | +475.9% | +420.7% |
| All | +6,575.1% | +1,367.6% | +5,207.4% | +1,459.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling