+619.5%
VRT vs AXP
+110.9%
+508.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +5.2% |
| 7D | +9.1% | -2.1% | +11.2% | +10.8% |
| 30D | +0.9% | -6.5% | +7.5% | +5.9% |
| 3M | -13.4% | +4.6% | -18.0% | -17.0% |
| 6M | +11.7% | +5.4% | +6.3% | +5.7% |
| YTD | +73.2% | -11.1% | +84.4% | +85.2% |
| 1Y | +123.4% | -0.3% | +123.7% | +112.0% |
| All | +619.5% | +110.9% | +508.6% | +282.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling