+6,575.0%
AXP vs VSH
+1,399.9%
+5,175.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -0.6% | -1.6% | +1.0% | -0.9% |
| 30D | +5.0% | -21.3% | +26.3% | +10.5% |
| 3M | -4.2% | -18.9% | +14.7% | -1.1% |
| 6M | +2.9% | -21.4% | +24.4% | +1.9% |
| YTD | -11.6% | +86.8% | -98.4% | -33.8% |
| 1Y | -11.1% | +85.8% | -96.8% | -33.5% |
| 3Y | +116.7% | +30.1% | +86.6% | +72.6% |
| 5Y | +89.6% | +42.8% | +46.8% | +45.0% |
| 10Y | +428.4% | +121.2% | +307.2% | +247.5% |
| All | +6,575.0% | +1,399.9% | +5,175.1% | +1,767.2% |
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