+416.4%
CSX vs VCLT
+21.9%
+394.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +8.7% | +2.8% | +5.9% | +7.9% |
| 3M | +4.2% | -0.4% | +4.6% | +4.3% |
| 6M | +16.7% | -3.1% | +19.8% | +17.7% |
| YTD | +44.5% | -2.7% | +47.1% | +45.5% |
| 1Y | +50.3% | -3.7% | +53.9% | +51.8% |
| 3Y | +76.3% | +15.6% | +60.7% | +69.7% |
| 5Y | +58.1% | -15.8% | +73.9% | +60.1% |
| 10Y | +416.4% | +23.0% | +393.4% | +489.4% |
| All | +416.4% | +21.9% | +394.5% | +489.4% |
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