+2,723.0%
VRT vs AXP
+266.6%
+2,456.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +5.0% |
| 7D | +9.1% | -2.1% | +11.2% | +10.5% |
| 30D | +0.9% | -6.5% | +7.5% | +5.0% |
| 3M | -13.4% | +4.6% | -18.0% | -16.2% |
| 6M | +11.7% | +5.4% | +6.3% | +7.1% |
| YTD | +73.2% | -11.1% | +84.4% | +82.7% |
| 1Y | +123.4% | -0.3% | +123.7% | +117.2% |
| 3Y | +606.2% | +111.6% | +494.6% | +344.5% |
| 5Y | +899.9% | +117.6% | +782.3% | +528.8% |
| All | +2,723.0% | +266.6% | +2,456.5% | +1,252.6% |
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