+9,772.3%
CSX vs VFC
+845.1%
+8,927.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.1% |
| 7D | -3.4% | -1.6% | -1.8% | -2.9% |
| 30D | -3.1% | -11.6% | +8.5% | +0.7% |
| 3M | +7.2% | -18.1% | +25.3% | +12.5% |
| 6M | +16.2% | -27.4% | +43.5% | +25.6% |
| YTD | +37.5% | -24.8% | +62.4% | +46.3% |
| 1Y | +53.2% | -8.2% | +61.4% | +50.3% |
| 3Y | +68.2% | -29.1% | +97.3% | +52.4% |
| 5Y | +65.2% | -79.2% | +144.4% | +129.0% |
| 10Y | +504.1% | -68.1% | +572.2% | +570.3% |
| All | +9,772.3% | +845.1% | +8,927.2% | +3,701.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling