+416.4%
CSX vs VSH
+141.4%
+275.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.2% | -0.6% |
| 7D | -0.3% | +12.8% | -13.1% | -3.9% |
| 30D | +8.7% | -9.0% | +17.7% | +9.7% |
| 3M | +4.2% | -12.2% | +16.4% | +5.2% |
| 6M | +16.7% | -15.9% | +32.6% | +12.3% |
| YTD | +44.5% | +103.2% | -58.8% | +2.0% |
| 1Y | +50.3% | +108.4% | -58.2% | +4.9% |
| 3Y | +76.3% | +41.6% | +34.8% | +31.9% |
| 5Y | +58.1% | +54.6% | +3.5% | +10.5% |
| 10Y | +416.4% | +138.2% | +278.2% | +201.7% |
| All | +416.4% | +141.4% | +275.0% | +201.7% |
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