+111.1%
AXP vs VST
+372.0%
-260.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.6% |
| 7D | -2.1% | +8.9% | -11.0% | -3.4% |
| 30D | -6.5% | +6.2% | -12.7% | -7.4% |
| 3M | +4.6% | -2.7% | +7.4% | +4.7% |
| 6M | +5.4% | -8.4% | +13.8% | +5.9% |
| YTD | -11.1% | -7.2% | -3.9% | -11.3% |
| 1Y | -0.3% | -20.9% | +20.6% | +1.3% |
| All | +111.1% | +372.0% | -260.9% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling