+66.1%
CSX vs VLTO
+54.8%
+11.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.8% | -3.5% |
| 7D | -5.5% | +5.4% | -10.9% | -7.0% |
| 30D | +4.9% | +22.3% | -17.4% | -1.4% |
| 3M | -2.9% | +19.6% | -22.5% | -8.1% |
| 6M | +8.3% | +35.2% | -26.8% | -1.7% |
| YTD | +36.7% | +17.9% | +18.9% | +29.5% |
| 1Y | +41.5% | +19.5% | +22.0% | +33.1% |
| 3Y | +68.6% | +73.9% | -5.3% | +47.3% |
| All | +66.1% | +54.8% | +11.2% | +48.3% |
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