+482.4%
CSX vs VTR
+85.6%
+396.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.6% | -2.4% | +3.0% | +1.3% |
| 30D | -2.3% | -3.7% | +1.5% | -1.3% |
| 3M | +4.3% | +13.5% | -9.2% | +0.3% |
| 6M | +23.4% | +7.2% | +16.2% | +20.5% |
| YTD | +36.4% | +17.6% | +18.8% | +29.7% |
| 1Y | +53.0% | +35.4% | +17.6% | +39.5% |
| 3Y | +70.6% | +132.8% | -62.2% | +31.1% |
| 5Y | +65.5% | +88.7% | -23.2% | +33.2% |
| 10Y | +482.4% | +87.6% | +394.7% | +316.4% |
| All | +482.4% | +85.6% | +396.7% | +316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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