+654.4%
VRT vs AXP
+86.8%
+567.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.3% |
| 7D | +10.5% | -0.1% | +10.6% | +10.6% |
| 30D | -9.3% | +4.4% | -13.8% | -12.7% |
| 3M | -29.6% | -6.4% | -23.2% | -26.1% |
| 6M | -45.4% | +4.2% | -49.5% | -48.0% |
| YTD | +24.8% | -12.4% | +37.2% | +34.8% |
| 1Y | +23.6% | -11.1% | +34.7% | +31.5% |
| 3Y | +379.7% | +114.9% | +264.8% | +126.9% |
| All | +654.4% | +86.8% | +567.6% | +310.0% |
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