+9,714.3%
CSX vs VFC
+1,340.0%
+8,374.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -5.5% | +11.2% | -16.7% | -8.7% |
| 30D | +4.9% | +41.5% | -36.6% | -6.2% |
| 3M | -2.9% | +38.9% | -41.8% | -12.8% |
| 6M | +8.3% | +6.1% | +2.2% | +4.2% |
| YTD | +36.7% | +14.5% | +22.2% | +26.9% |
| 1Y | +41.5% | +46.0% | -4.5% | +20.8% |
| 3Y | +68.6% | +36.4% | +32.2% | +24.9% |
| 5Y | +48.4% | -67.5% | +116.0% | +78.6% |
| 10Y | +446.6% | -45.8% | +492.4% | +408.3% |
| All | +9,714.3% | +1,340.0% | +8,374.3% | +3,197.0% |
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