+464.9%
AXP vs VTV
+226.9%
+238.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +1.2% |
| 7D | +0.6% | +0.3% | +0.3% | +0.1% |
| 30D | -4.3% | +0.1% | -4.5% | -4.5% |
| 3M | +4.7% | +6.2% | -1.5% | -4.2% |
| 6M | +9.0% | +13.5% | -4.5% | -9.7% |
| YTD | -11.1% | +18.9% | -30.0% | -31.2% |
| 1Y | +1.3% | +25.8% | -24.5% | -27.7% |
| 3Y | +114.5% | +68.7% | +45.7% | +1.5% |
| 5Y | +118.0% | +80.3% | +37.7% | -4.7% |
| 10Y | +464.9% | +226.3% | +238.6% | +18.2% |
| All | +464.9% | +226.9% | +238.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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