+418.4%
CSX vs VFC
-50.3%
+468.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +3.9% | +1.7% |
| 7D | +3.1% | -1.4% | +4.5% | +3.4% |
| 30D | +9.7% | +24.6% | -14.9% | +4.0% |
| 3M | +4.9% | +38.4% | -33.5% | -3.2% |
| 6M | +18.4% | +15.3% | +3.1% | +12.8% |
| YTD | +45.9% | +12.7% | +33.1% | +38.5% |
| 1Y | +50.0% | +32.7% | +17.3% | +36.3% |
| 3Y | +78.0% | +43.7% | +34.3% | +37.6% |
| 5Y | +59.2% | -69.2% | +128.3% | +118.4% |
| All | +418.4% | -50.3% | +468.6% | +461.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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