+10,056.0%
CSX vs VFC
+1,337.9%
+8,718.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.4% |
| 7D | -2.7% | +10.9% | -13.6% | -5.9% |
| 30D | +7.0% | +40.6% | -33.6% | -4.1% |
| 3M | -0.3% | +34.4% | -34.7% | -9.6% |
| 6M | +13.5% | +12.3% | +1.2% | +7.2% |
| YTD | +41.5% | +14.4% | +27.1% | +31.4% |
| 1Y | +45.8% | +40.6% | +5.2% | +25.9% |
| 3Y | +74.4% | +40.1% | +34.2% | +27.8% |
| 5Y | +53.6% | -67.6% | +121.2% | +84.9% |
| 10Y | +465.6% | -45.9% | +511.5% | +426.2% |
| All | +10,056.0% | +1,337.9% | +8,718.1% | +3,313.4% |
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