+445.7%
CSX vs VST
+996.4%
-550.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.2% | +3.8% | -1.4% |
| 7D | -2.7% | -19.9% | +17.2% | +0.4% |
| 30D | +7.0% | -29.7% | +36.7% | +12.3% |
| 3M | -0.3% | -19.6% | +19.3% | +2.1% |
| 6M | +13.5% | -29.4% | +42.9% | +18.1% |
| YTD | +41.5% | -29.7% | +71.2% | +46.0% |
| 1Y | +45.8% | -40.0% | +85.8% | +54.4% |
| 3Y | +74.4% | +231.0% | -156.6% | +6.9% |
| 5Y | +53.6% | +500.1% | -446.4% | -23.9% |
| All | +445.7% | +996.4% | -550.7% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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