+414.9%
CSX vs VSH
+115.4%
+299.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.4% |
| 7D | +6.0% | +14.3% | -8.4% | +2.0% |
| 30D | +7.8% | -7.9% | +15.7% | +8.4% |
| 3M | +4.1% | -19.9% | +23.9% | +7.5% |
| 6M | +17.9% | -30.5% | +48.4% | +20.4% |
| YTD | +44.9% | +85.7% | -40.8% | +4.6% |
| 1Y | +51.1% | +98.9% | -47.8% | +6.3% |
| 3Y | +78.3% | +32.1% | +46.2% | +35.2% |
| 5Y | +58.1% | +39.7% | +18.4% | +13.5% |
| All | +414.9% | +115.4% | +299.5% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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