+89.6%
AXP vs VO
+32.6%
+56.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.6% | -2.6% | +3.1% | +3.6% |
| 30D | +5.8% | -0.9% | +6.8% | +7.0% |
| 3M | -6.0% | -3.0% | -3.0% | -2.7% |
| 6M | +0.3% | +2.2% | -1.9% | -2.3% |
| YTD | -12.3% | +10.6% | -22.8% | -22.1% |
| 1Y | -11.2% | +12.5% | -23.8% | -22.7% |
| 3Y | +117.0% | +61.4% | +55.6% | +28.4% |
| All | +89.6% | +32.6% | +56.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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