+440.3%
AXP vs VIVK
-100.0%
+540.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -23.6% | +24.6% | +1.1% |
| 7D | -1.1% | -44.2% | +43.1% | -1.1% |
| 30D | +5.2% | -90.0% | +95.3% | +5.4% |
| 3M | -4.6% | -98.0% | +93.4% | -4.3% |
| 6M | +3.2% | -99.9% | +103.2% | +4.0% |
| YTD | -11.3% | -99.9% | +88.6% | -10.9% |
| 1Y | -11.0% | -100.0% | +89.0% | -10.3% |
| 3Y | +120.2% | -100.0% | +220.2% | +122.0% |
| 5Y | +91.7% | -100.0% | +191.7% | +93.3% |
| 10Y | +440.3% | -100.0% | +540.3% | +487.3% |
| All | +440.3% | -100.0% | +540.3% | +487.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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