+6,610.0%
AXP vs VSH
+1,674.8%
+4,935.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -2.4% |
| 7D | -2.1% | +4.1% | -6.2% | -3.3% |
| 30D | -6.5% | -4.2% | -2.4% | -5.9% |
| 3M | +4.6% | -50.0% | +54.6% | +23.7% |
| 6M | +5.4% | +80.2% | -74.8% | -17.5% |
| YTD | -11.1% | +121.1% | -132.2% | -35.1% |
| 1Y | -0.3% | +112.0% | -112.3% | -26.9% |
| 3Y | +111.6% | +22.5% | +89.1% | +76.0% |
| 5Y | +117.6% | +64.0% | +53.5% | +63.7% |
| 10Y | +474.1% | +170.4% | +303.7% | +265.1% |
| All | +6,610.0% | +1,674.8% | +4,935.2% | +1,731.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling