+455.5%
AXP vs VT
+214.8%
+240.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +3.1% |
| 7D | +0.4% | -4.2% | +4.6% | +6.0% |
| 30D | +7.0% | -5.8% | +12.8% | +15.6% |
| 3M | -6.6% | -5.2% | -1.3% | 0.0% |
| 6M | +3.5% | +0.1% | +3.3% | +2.3% |
| YTD | -11.2% | +8.2% | -19.4% | -21.2% |
| 1Y | -10.2% | +10.1% | -20.3% | -22.1% |
| 3Y | +120.0% | +69.7% | +50.4% | +6.6% |
| 5Y | +95.6% | +53.4% | +42.2% | +10.3% |
| All | +455.5% | +214.8% | +240.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling