+490.1%
CSX vs VCLT
+14.8%
+475.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | -3.1% | -0.9% | -2.2% | -2.9% |
| 3M | +7.2% | -3.2% | +10.4% | +8.1% |
| 6M | +16.2% | -3.8% | +20.0% | +17.4% |
| YTD | +37.5% | -2.0% | +39.6% | +38.3% |
| 1Y | +53.2% | -0.8% | +54.0% | +53.6% |
| 3Y | +68.2% | +12.3% | +56.0% | +63.2% |
| 5Y | +65.2% | -15.4% | +80.6% | +66.7% |
| All | +490.1% | +14.8% | +475.3% | +573.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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