+67.8%
CSX vs VIG
+63.1%
+4.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.3% |
| 7D | -3.4% | -0.4% | -3.0% | -2.9% |
| 30D | -3.1% | -1.0% | -2.1% | -2.1% |
| 3M | +7.2% | +2.8% | +4.4% | +4.1% |
| 6M | +16.2% | +8.2% | +8.0% | +6.9% |
| YTD | +37.5% | +11.0% | +26.5% | +23.2% |
| 1Y | +53.2% | +16.1% | +37.1% | +30.9% |
| 3Y | +68.2% | +56.2% | +12.1% | +5.1% |
| All | +67.8% | +63.1% | +4.7% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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