+1,934.0%
VRT vs AXP
+261.4%
+1,672.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.1% |
| 7D | +10.5% | -0.1% | +10.6% | +10.6% |
| 30D | -9.3% | +4.4% | -13.8% | -11.9% |
| 3M | -29.6% | -6.4% | -23.2% | -27.0% |
| 6M | -45.4% | +4.2% | -49.5% | -47.2% |
| YTD | +24.8% | -12.4% | +37.2% | +32.5% |
| 1Y | +23.6% | -11.1% | +34.7% | +29.9% |
| 3Y | +379.7% | +114.9% | +264.8% | +198.5% |
| 5Y | +660.3% | +87.4% | +572.9% | +414.1% |
| All | +1,934.0% | +261.4% | +1,672.5% | +880.6% |
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