+412.6%
CSX vs VGT
+732.2%
-319.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.2% | -0.4% | +1.0% |
| 7D | -2.2% | -1.6% | -0.6% | -1.5% |
| 30D | +6.8% | -12.5% | +19.3% | +14.3% |
| 3M | +0.7% | -7.7% | +8.4% | +4.3% |
| 6M | +13.3% | -0.2% | +13.4% | +11.0% |
| YTD | +40.5% | +19.3% | +21.3% | +23.2% |
| 1Y | +44.7% | +18.2% | +26.5% | +27.3% |
| 3Y | +74.5% | +109.6% | -35.1% | +2.3% |
| 5Y | +52.0% | +105.5% | -53.5% | -12.0% |
| 10Y | +412.6% | +716.4% | -303.7% | +19.9% |
| All | +412.6% | +732.2% | -319.6% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling