+1,740.6%
VRT vs AXP
+261.9%
+1,478.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.2% |
| 7D | -21.4% | +0.6% | -21.9% | -21.8% |
| 30D | -25.8% | +5.8% | -31.6% | -28.5% |
| 3M | -33.5% | -6.0% | -27.5% | -31.2% |
| 6M | -49.0% | +0.3% | -49.3% | -49.6% |
| YTD | +12.9% | -12.3% | +25.2% | +19.8% |
| 1Y | 0.0% | -11.2% | +11.3% | +5.2% |
| 3Y | +361.8% | +117.0% | +244.8% | +185.7% |
| 5Y | +565.1% | +93.2% | +472.0% | +343.4% |
| All | +1,740.6% | +261.9% | +1,478.7% | +786.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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