+445.7%
CSX vs VCIT
+29.0%
+416.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.5% |
| 7D | -2.7% | +0.5% | -3.2% | -2.9% |
| 30D | +7.0% | +2.1% | +4.9% | +5.9% |
| 3M | -0.3% | -1.6% | +1.3% | +0.6% |
| 6M | +13.5% | -1.6% | +15.1% | +14.5% |
| YTD | +41.5% | -1.5% | +43.0% | +42.7% |
| 1Y | +45.8% | -0.4% | +46.1% | +46.2% |
| 3Y | +74.4% | +19.6% | +54.8% | +59.6% |
| 5Y | +53.6% | +3.3% | +50.3% | +45.5% |
| All | +445.7% | +29.0% | +416.7% | +505.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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