+425.5%
AXP vs VTEB
+23.4%
+402.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -0.6% | +0.7% | -1.3% | -1.4% |
| 30D | +5.0% | +4.0% | +0.9% | +0.5% |
| 3M | -4.2% | -0.5% | -3.7% | -3.7% |
| 6M | +2.9% | -0.6% | +3.6% | +3.7% |
| YTD | -11.6% | +0.4% | -12.0% | -11.9% |
| 1Y | -11.1% | +0.8% | -11.9% | -11.8% |
| 3Y | +116.7% | +11.5% | +105.3% | +90.3% |
| 5Y | +89.6% | +3.4% | +86.2% | +82.0% |
| All | +425.5% | +23.4% | +402.1% | +521.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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