+427.3%
CSX vs VSH
+95.6%
+331.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -4.8% |
| 7D | -5.5% | -12.9% | +7.4% | -2.6% |
| 30D | +4.9% | -36.9% | +41.8% | +16.7% |
| 3M | -2.9% | -28.8% | +25.9% | +3.6% |
| 6M | +8.3% | -30.3% | +38.6% | +9.4% |
| YTD | +36.7% | +62.4% | -25.6% | +2.4% |
| 1Y | +41.5% | +62.5% | -21.0% | +5.7% |
| 3Y | +68.6% | +7.4% | +61.2% | +36.6% |
| 5Y | +48.4% | +25.4% | +23.0% | +9.4% |
| All | +427.3% | +95.6% | +331.7% | +217.0% |
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