+95.6%
AXP vs VSH
+19.6%
+76.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.8% | +12.5% | +1.0% |
| 7D | +0.4% | -25.2% | +25.6% | +6.6% |
| 30D | +7.0% | -41.8% | +48.8% | +20.0% |
| 3M | -6.6% | -33.4% | +26.8% | +0.4% |
| 6M | +3.5% | -31.0% | +34.5% | +2.6% |
| YTD | -11.2% | +53.6% | -64.7% | -34.7% |
| 1Y | -10.2% | +46.3% | -56.5% | -33.0% |
| 3Y | +120.0% | -1.0% | +121.0% | +78.8% |
| 5Y | +95.6% | +18.6% | +76.9% | +29.5% |
| All | +95.6% | +19.6% | +76.0% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling