+458.4%
AXP vs VTRS
-48.8%
+507.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -2.8% | -3.3% | +0.5% | -1.7% |
| 30D | -5.9% | +1.4% | -7.3% | -6.3% |
| 3M | +2.6% | +4.6% | -2.0% | +0.9% |
| 6M | +6.4% | +18.1% | -11.7% | +0.3% |
| YTD | -12.6% | +34.7% | -47.3% | -21.4% |
| 1Y | +0.2% | +65.6% | -65.4% | -16.0% |
| 3Y | +110.9% | +83.8% | +27.2% | +65.1% |
| 5Y | +114.7% | +46.5% | +68.2% | +76.0% |
| All | +458.4% | -48.8% | +507.2% | +433.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VTRS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling