+567.3%
VRT vs AXP
+91.7%
+475.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +4.5% |
| 7D | -21.4% | +0.6% | -21.9% | -21.9% |
| 30D | -25.8% | +5.8% | -31.6% | -29.4% |
| 3M | -33.5% | -6.0% | -27.5% | -30.5% |
| 6M | -49.0% | +0.3% | -49.3% | -50.0% |
| YTD | +12.9% | -12.3% | +25.2% | +21.9% |
| 1Y | 0.0% | -11.2% | +11.3% | +6.5% |
| 3Y | +361.8% | +117.0% | +244.8% | +116.7% |
| All | +567.3% | +91.7% | +475.6% | +259.4% |
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