+100.9%
AXP vs VSXY
+37.4%
+63.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.5% |
| 7D | -2.1% | -14.0% | +11.9% | -0.1% |
| 30D | -6.5% | -15.9% | +9.4% | -4.5% |
| 3M | +4.6% | +3.4% | +1.3% | +3.5% |
| 6M | +5.4% | +25.9% | -20.5% | -1.1% |
| YTD | -11.1% | +39.5% | -50.6% | -18.3% |
| 1Y | -0.3% | +194.4% | -194.7% | -20.3% |
| 3Y | +111.6% | +281.4% | -169.8% | +50.2% |
| 5Y | +117.6% | +12.8% | +104.8% | +78.3% |
| All | +100.9% | +37.4% | +63.5% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling