+464.9%
AXP vs VTR
+85.6%
+379.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +0.6% | -2.4% | +3.0% | +1.7% |
| 30D | -4.3% | -3.7% | -0.6% | -2.8% |
| 3M | +4.7% | +13.5% | -8.8% | -2.0% |
| 6M | +9.0% | +7.2% | +1.8% | +4.1% |
| YTD | -11.1% | +17.6% | -28.7% | -18.9% |
| 1Y | +1.3% | +35.4% | -34.1% | -13.9% |
| 3Y | +114.5% | +132.8% | -18.4% | +36.3% |
| 5Y | +118.0% | +88.7% | +29.4% | +50.7% |
| 10Y | +464.9% | +87.6% | +377.3% | +210.0% |
| All | +464.9% | +85.6% | +379.3% | +210.0% |
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