+105.0%
AXP vs VST
+571.1%
-466.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -13.8% | +16.0% | +4.6% |
| 7D | +4.6% | -15.7% | +20.3% | +7.4% |
| 30D | +9.7% | -17.0% | +26.7% | +12.5% |
| 3M | -3.8% | -15.9% | +12.1% | -1.8% |
| 6M | +4.8% | -25.0% | +29.8% | +8.7% |
| YTD | -9.1% | -25.1% | +16.0% | -6.7% |
| 1Y | -6.7% | -34.9% | +28.2% | -1.8% |
| 3Y | +125.2% | +252.7% | -127.5% | +31.5% |
| 5Y | +105.0% | +582.3% | -477.4% | -9.5% |
| All | +105.0% | +571.1% | -466.2% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling