+346.3%
VRT vs AXP
+120.3%
+226.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.3% | -11.7% | -12.4% |
| 7D | -28.1% | +0.4% | -28.5% | -28.4% |
| 30D | -30.2% | +7.0% | -37.2% | -33.6% |
| 3M | -36.4% | -6.6% | -29.8% | -33.5% |
| 6M | -48.2% | +3.5% | -51.6% | -50.1% |
| YTD | +9.2% | -11.2% | +20.3% | +16.4% |
| 1Y | -7.2% | -10.2% | +2.9% | -2.3% |
| All | +346.3% | +120.3% | +226.0% | +129.2% |
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