+58.3%
CSX vs VFC
-68.3%
+126.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.1% |
| 7D | +6.0% | +1.6% | +4.3% | +5.7% |
| 30D | +7.8% | +25.5% | -17.7% | +4.3% |
| 3M | +4.1% | +41.3% | -37.2% | -1.1% |
| 6M | +17.9% | +22.2% | -4.3% | +13.7% |
| YTD | +44.9% | +16.4% | +28.5% | +39.9% |
| 1Y | +51.1% | +38.4% | +12.7% | +42.1% |
| 3Y | +78.3% | +56.2% | +22.1% | +51.9% |
| All | +58.3% | -68.3% | +126.6% | +107.3% |
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