+67.0%
CSX vs VLTO
+27.2%
+39.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.3% |
| 7D | -3.4% | -2.3% | -1.1% | -2.7% |
| 30D | -3.1% | -0.9% | -2.2% | -2.9% |
| 3M | +7.2% | +13.8% | -6.6% | +2.7% |
| 6M | +16.2% | +2.0% | +14.2% | +15.1% |
| YTD | +37.5% | -3.2% | +40.7% | +38.4% |
| 1Y | +53.2% | -9.2% | +62.4% | +57.7% |
| All | +67.0% | +27.2% | +39.8% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling