+105.0%
AXP vs VT
+60.6%
+44.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.1% |
| 7D | +4.6% | -0.3% | +4.9% | +5.0% |
| 30D | +9.7% | -1.4% | +11.2% | +11.6% |
| 3M | -3.8% | -1.4% | -2.4% | -2.3% |
| 6M | +4.8% | +5.5% | -0.7% | -2.5% |
| YTD | -9.1% | +12.8% | -21.9% | -22.5% |
| 1Y | -6.7% | +15.4% | -22.1% | -22.8% |
| 3Y | +125.2% | +76.9% | +48.3% | +9.5% |
| 5Y | +105.0% | +60.4% | +44.6% | +18.8% |
| All | +105.0% | +60.6% | +44.4% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling