+636.9%
CSX vs VTEB
+27.2%
+609.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +3.1% | -0.7% | +3.8% | +3.3% |
| 30D | +9.7% | +2.7% | +7.0% | +8.7% |
| 3M | +4.9% | -1.2% | +6.1% | +5.3% |
| 6M | +18.4% | -1.0% | +19.3% | +18.7% |
| YTD | +45.9% | -0.2% | +46.0% | +46.0% |
| 1Y | +50.0% | +0.1% | +49.9% | +50.0% |
| 3Y | +78.0% | +10.8% | +67.2% | +72.1% |
| 5Y | +59.2% | +2.9% | +56.3% | +56.3% |
| 10Y | +421.4% | +22.7% | +398.6% | +606.8% |
| All | +636.9% | +27.2% | +609.7% | +1,039.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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