+89.5%
AXP vs VSH
+54.3%
+35.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.9% | -2.0% |
| 7D | -2.9% | +12.8% | -15.6% | -5.9% |
| 30D | +3.7% | -9.0% | +12.7% | +4.8% |
| 3M | -4.9% | -12.2% | +7.3% | -4.0% |
| 6M | +4.1% | -15.9% | +20.0% | -0.6% |
| YTD | -11.7% | +103.2% | -114.9% | -39.2% |
| 1Y | -11.7% | +108.4% | -120.2% | -39.9% |
| 3Y | +116.5% | +41.6% | +74.9% | +59.1% |
| 5Y | +89.5% | +54.6% | +34.9% | +19.7% |
| All | +89.5% | +54.3% | +35.2% | +19.7% |
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