+117.0%
AXP vs VTR
+86.5%
+30.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | -2.1% | -1.7% | -0.4% | -1.6% |
| 30D | -6.5% | -2.4% | -4.1% | -5.9% |
| 3M | +4.6% | +14.8% | -10.1% | -1.1% |
| 6M | +5.4% | +5.3% | +0.1% | +2.5% |
| YTD | -11.1% | +18.1% | -29.2% | -17.4% |
| 1Y | -0.3% | +36.7% | -37.0% | -13.1% |
| 3Y | +111.6% | +130.1% | -18.5% | +42.3% |
| All | +117.0% | +86.5% | +30.5% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling