+6,606.2%
AXP vs VFC
+1,337.9%
+5,268.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.1% |
| 7D | +0.4% | +10.9% | -10.5% | -3.8% |
| 30D | +7.0% | +40.6% | -33.6% | -7.2% |
| 3M | -6.6% | +34.4% | -41.0% | -17.8% |
| 6M | +3.5% | +12.3% | -8.8% | -3.7% |
| YTD | -11.2% | +14.4% | -25.5% | -18.7% |
| 1Y | -10.2% | +40.6% | -50.8% | -24.9% |
| 3Y | +120.0% | +40.1% | +79.9% | +51.5% |
| 5Y | +95.6% | -67.6% | +163.2% | +153.0% |
| 10Y | +468.1% | -45.9% | +514.1% | +451.5% |
| All | +6,606.2% | +1,337.9% | +5,268.3% | +1,480.0% |
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