+114.9%
AXP vs VSXY
+455.0%
-340.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | -0.1% | -1.7% | +1.6% | +0.1% |
| 30D | +4.4% | +20.1% | -15.7% | +2.2% |
| 3M | -6.4% | +16.6% | -23.0% | -8.4% |
| 6M | +4.2% | +134.9% | -130.8% | -8.9% |
| YTD | -12.4% | +96.0% | -108.4% | -21.7% |
| 1Y | -11.1% | +203.8% | -214.9% | -26.4% |
| 3Y | +114.9% | +465.3% | -350.5% | +50.9% |
| All | +114.9% | +455.0% | -340.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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