+291.9%
VTI vs AXP
+453.0%
-161.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.4% | +2.0% |
| 7D | +0.2% | -1.1% | +1.4% | +0.7% |
| 30D | -2.9% | +5.2% | -8.1% | -5.0% |
| 3M | -2.6% | -4.6% | +2.0% | -0.9% |
| 6M | +2.8% | +3.2% | -0.5% | +0.9% |
| YTD | +11.6% | -11.3% | +22.9% | +16.0% |
| 1Y | +13.6% | -11.0% | +24.7% | +17.9% |
| 3Y | +79.9% | +120.2% | -40.3% | +23.9% |
| 5Y | +64.3% | +91.7% | -27.5% | +17.3% |
| 10Y | +291.9% | +440.3% | -148.5% | +79.4% |
| All | +291.9% | +453.0% | -161.2% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling