+412.6%
CSX vs VEA
+160.3%
+252.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.2% | +0.1% |
| 7D | -2.2% | +0.4% | -2.6% | -2.6% |
| 30D | +6.8% | -0.7% | +7.5% | +7.3% |
| 3M | +0.7% | -3.9% | +4.6% | +4.1% |
| 6M | +13.3% | -0.6% | +13.8% | +12.5% |
| YTD | +40.5% | +12.9% | +27.6% | +22.9% |
| 1Y | +44.7% | +18.4% | +26.3% | +20.9% |
| 3Y | +74.5% | +75.3% | -0.8% | -3.3% |
| 5Y | +52.0% | +54.3% | -2.3% | -4.1% |
| 10Y | +412.6% | +158.0% | +254.6% | +97.1% |
| All | +412.6% | +160.3% | +252.3% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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