+428.4%
AXP vs VST
+1,174.0%
-745.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.3% |
| 7D | -0.6% | -6.0% | +5.4% | +0.3% |
| 30D | +5.0% | -18.8% | +23.7% | +9.7% |
| 3M | -4.2% | -8.0% | +3.8% | -3.7% |
| 6M | +2.9% | -10.9% | +13.9% | +3.5% |
| YTD | -11.6% | -18.3% | +6.7% | -10.6% |
| 1Y | -11.1% | -29.9% | +18.8% | -6.4% |
| 3Y | +116.7% | +290.3% | -173.6% | +5.2% |
| 5Y | +89.6% | +635.3% | -545.7% | -31.6% |
| 10Y | +428.4% | +1,162.4% | -734.0% | +64.4% |
| All | +428.4% | +1,174.0% | -745.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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