+6,592.6%
AXP vs VFC
+1,377.5%
+5,215.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | 0.0% |
| 7D | -1.1% | +7.7% | -8.8% | -4.1% |
| 30D | +5.2% | +39.2% | -34.0% | -8.3% |
| 3M | -4.6% | +40.3% | -44.8% | -17.4% |
| 6M | +3.2% | +11.4% | -8.2% | -3.5% |
| YTD | -11.3% | +17.5% | -28.9% | -19.8% |
| 1Y | -11.0% | +45.9% | -56.9% | -26.7% |
| 3Y | +120.2% | +47.3% | +72.8% | +48.4% |
| 5Y | +91.7% | -67.2% | +158.9% | +147.1% |
| 10Y | +440.3% | -46.1% | +486.4% | +426.0% |
| All | +6,592.6% | +1,377.5% | +5,215.1% | +1,459.2% |
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 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