+55.0%
CSX vs VG
-39.3%
+94.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -3.4% | +1.7% | -5.1% | -3.4% |
| 30D | -3.1% | +16.0% | -19.1% | -3.5% |
| 3M | +7.2% | +9.7% | -2.6% | +6.8% |
| 6M | +16.2% | +29.6% | -13.4% | +14.3% |
| YTD | +37.5% | +112.0% | -74.5% | +31.5% |
| 1Y | +53.2% | +12.8% | +40.4% | +50.5% |
| All | +55.0% | -39.3% | +94.3% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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