+1,678.9%
VRT vs AXP
+266.4%
+1,412.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.3% | -11.7% | -12.6% |
| 7D | -28.1% | +0.4% | -28.5% | -28.4% |
| 30D | -30.2% | +7.0% | -37.2% | -33.1% |
| 3M | -36.4% | -6.6% | -29.8% | -33.9% |
| 6M | -48.2% | +3.5% | -51.6% | -49.7% |
| YTD | +9.2% | -11.2% | +20.3% | +14.9% |
| 1Y | -7.2% | -10.2% | +2.9% | -3.1% |
| 3Y | +338.7% | +120.0% | +218.7% | +169.2% |
| 5Y | +542.8% | +95.6% | +447.3% | +325.4% |
| All | +1,678.9% | +266.4% | +1,412.6% | +750.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling