+89.6%
AXP vs VTR
+95.0%
-5.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.6% | +4.7% | -4.1% | -0.9% |
| 30D | +5.8% | +10.9% | -5.1% | +2.1% |
| 3M | -6.0% | -3.2% | -2.8% | -5.2% |
| 6M | +0.3% | +3.7% | -3.4% | -2.0% |
| YTD | -12.3% | +16.8% | -29.1% | -18.5% |
| 1Y | -11.2% | +21.3% | -32.6% | -19.0% |
| 3Y | +117.0% | +119.0% | -2.0% | +47.0% |
| All | +89.6% | +95.0% | -5.5% | +32.2% |
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