+403.0%
AXP vs VSH
+124.9%
+278.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.1% | 0.0% |
| 7D | -2.1% | +26.2% | -28.3% | -10.1% |
| 30D | +2.7% | -12.5% | +15.2% | +5.2% |
| 3M | -7.3% | -16.9% | +9.6% | -4.6% |
| 6M | +1.8% | -17.0% | +18.8% | -3.9% |
| YTD | -13.1% | +93.8% | -106.9% | -44.9% |
| 1Y | -13.7% | +99.3% | -113.1% | -46.2% |
| 3Y | +113.1% | +35.0% | +78.1% | +46.5% |
| 5Y | +85.9% | +45.8% | +40.1% | +18.1% |
| All | +403.0% | +124.9% | +278.1% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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