+58.3%
CSX vs VCLT
-16.7%
+75.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.0% | -2.3% | +8.2% | +6.9% |
| 30D | +7.8% | +0.8% | +7.1% | +7.5% |
| 3M | +4.1% | -2.7% | +6.8% | +5.2% |
| 6M | +17.9% | -4.3% | +22.2% | +19.9% |
| YTD | +44.9% | -4.3% | +49.2% | +47.4% |
| 1Y | +51.1% | -4.4% | +55.5% | +53.8% |
| 3Y | +78.3% | +13.8% | +64.5% | +69.3% |
| All | +58.3% | -16.7% | +75.0% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling