+71.8%
CSX vs VLTO
+54.1%
+17.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -2.7% | +12.0% | -14.7% | -6.1% |
| 30D | +7.0% | +20.8% | -13.8% | +0.9% |
| 3M | -0.3% | +20.1% | -20.4% | -5.8% |
| 6M | +13.5% | +32.6% | -19.1% | +3.6% |
| YTD | +41.5% | +17.3% | +24.2% | +34.2% |
| 1Y | +45.8% | +17.3% | +28.5% | +38.0% |
| 3Y | +74.4% | +66.9% | +7.5% | +53.9% |
| All | +71.8% | +54.1% | +17.7% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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