+478.6%
AXP vs VST
+1,175.7%
-697.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.1% |
| 7D | -2.1% | +8.9% | -11.0% | -4.4% |
| 30D | -6.5% | +6.2% | -12.7% | -8.1% |
| 3M | +4.6% | -2.7% | +7.4% | +4.7% |
| 6M | +5.4% | -8.4% | +13.8% | +6.1% |
| YTD | -11.1% | -7.2% | -3.9% | -11.8% |
| 1Y | -0.3% | -20.9% | +20.6% | +2.1% |
| 3Y | +111.6% | +384.0% | -272.4% | -1.9% |
| 5Y | +117.6% | +757.1% | -639.5% | -23.2% |
| All | +478.6% | +1,175.7% | -697.1% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling