+542.8%
VRT vs AXP
+96.1%
+446.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.3% | -11.7% | -12.2% |
| 7D | -28.1% | +0.4% | -28.5% | -28.5% |
| 30D | -30.2% | +7.0% | -37.2% | -34.1% |
| 3M | -36.4% | -6.6% | -29.8% | -33.1% |
| 6M | -48.2% | +3.5% | -51.6% | -50.4% |
| YTD | +9.2% | -11.2% | +20.3% | +16.6% |
| 1Y | -7.2% | -10.2% | +2.9% | -2.1% |
| 3Y | +338.7% | +120.0% | +218.7% | +103.9% |
| 5Y | +542.8% | +95.6% | +447.3% | +239.0% |
| All | +542.8% | +96.1% | +446.7% | +239.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling