+440.3%
AXP vs VTR
+119.4%
+320.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | -1.1% | +3.2% | -4.3% | -2.5% |
| 30D | +5.2% | +9.1% | -3.8% | +1.0% |
| 3M | -4.6% | -3.6% | -1.0% | -3.4% |
| 6M | +3.2% | +3.8% | -0.6% | +0.2% |
| YTD | -11.3% | +17.8% | -29.1% | -19.4% |
| 1Y | -11.0% | +20.5% | -31.6% | -20.1% |
| 3Y | +120.2% | +132.4% | -12.2% | +39.7% |
| 5Y | +91.7% | +99.9% | -8.1% | +28.6% |
| 10Y | +440.3% | +124.3% | +316.0% | +183.8% |
| All | +440.3% | +119.4% | +320.9% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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