+407.0%
AXP vs VTR
+130.3%
+276.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +4.4% | +5.5% | -1.0% | +1.8% |
| 3M | -6.4% | -0.9% | -5.5% | -6.3% |
| 6M | +4.2% | -0.4% | +4.6% | +3.1% |
| YTD | -12.4% | +17.0% | -29.4% | -20.1% |
| 1Y | -11.1% | +18.0% | -29.1% | -19.4% |
| 3Y | +114.9% | +127.4% | -12.5% | +37.6% |
| 5Y | +87.4% | +92.3% | -4.8% | +28.0% |
| All | +407.0% | +130.3% | +276.7% | +167.3% |
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