+901.8%
CSX vs VT
+374.2%
+527.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | +0.4% | -3.8% | -3.8% |
| 30D | -3.1% | +1.0% | -4.1% | -4.1% |
| 3M | +7.2% | +2.4% | +4.8% | +4.0% |
| 6M | +16.2% | +12.0% | +4.2% | +2.5% |
| YTD | +37.5% | +15.3% | +22.2% | +17.5% |
| 1Y | +53.2% | +22.6% | +30.6% | +22.6% |
| 3Y | +68.2% | +74.7% | -6.4% | -8.5% |
| 5Y | +65.2% | +66.1% | -0.9% | -6.1% |
| 10Y | +504.1% | +225.0% | +279.1% | +70.4% |
| All | +901.8% | +374.2% | +527.6% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling