+52.0%
CSX vs VFC
-67.1%
+119.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.4% |
| 7D | -2.2% | +7.7% | -9.9% | -3.2% |
| 30D | +6.8% | +39.2% | -32.4% | +1.8% |
| 3M | +0.7% | +40.3% | -39.6% | -4.2% |
| 6M | +13.3% | +11.4% | +1.9% | +10.7% |
| YTD | +40.5% | +17.5% | +23.0% | +35.6% |
| 1Y | +44.7% | +45.9% | -1.2% | +35.0% |
| 3Y | +74.5% | +47.3% | +27.2% | +50.6% |
| 5Y | +52.0% | -67.2% | +119.2% | +94.1% |
| All | +52.0% | -67.1% | +119.1% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling