+928.3%
CSX vs VT
+356.1%
+572.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -3.0% | -1.6% | -1.4% | -1.4% |
| 30D | +6.9% | -2.5% | +9.4% | +9.6% |
| 3M | +2.1% | -1.3% | +3.4% | +3.1% |
| 6M | +13.1% | +3.1% | +10.0% | +8.6% |
| YTD | +41.2% | +10.9% | +30.3% | +25.2% |
| 1Y | +43.4% | +12.1% | +31.3% | +25.7% |
| 3Y | +74.0% | +73.9% | +0.1% | -5.3% |
| 5Y | +52.1% | +58.0% | -5.9% | -9.2% |
| 10Y | +460.6% | +225.5% | +235.1% | +57.4% |
| All | +928.3% | +356.1% | +572.2% | +137.5% |
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