+448.7%
AXP vs VSH
+95.6%
+353.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -3.2% |
| 7D | +0.6% | -12.9% | +13.5% | +4.6% |
| 30D | +5.8% | -36.9% | +42.7% | +21.7% |
| 3M | -6.0% | -28.8% | +22.7% | +2.1% |
| 6M | +0.3% | -30.3% | +30.6% | +0.8% |
| YTD | -12.3% | +62.4% | -74.6% | -40.7% |
| 1Y | -11.2% | +62.5% | -73.8% | -40.3% |
| 3Y | +117.0% | +7.4% | +109.6% | +63.3% |
| 5Y | +93.2% | +25.4% | +67.7% | +29.1% |
| All | +448.7% | +95.6% | +353.1% | +170.4% |
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