+893.6%
AXP vs VTV
+721.7%
+171.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.8% |
| 7D | -2.1% | +0.5% | -2.6% | -2.8% |
| 30D | -6.5% | +1.1% | -7.6% | -8.0% |
| 3M | +4.6% | +5.9% | -1.2% | -3.6% |
| 6M | +5.4% | +11.6% | -6.2% | -10.0% |
| YTD | -11.1% | +19.8% | -30.9% | -31.5% |
| 1Y | -0.3% | +26.2% | -26.5% | -28.5% |
| 3Y | +111.6% | +68.5% | +43.1% | +2.5% |
| 5Y | +117.6% | +79.9% | +37.7% | -2.2% |
| 10Y | +474.1% | +229.7% | +244.4% | +16.1% |
| All | +893.6% | +721.7% | +171.9% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling