+412.6%
CSX vs VTR
+119.4%
+293.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +1.9% | +2.5% |
| 7D | -2.2% | +3.2% | -5.4% | -3.1% |
| 30D | +6.8% | +9.1% | -2.3% | +4.1% |
| 3M | +0.7% | -3.6% | +4.3% | +1.6% |
| 6M | +13.3% | +3.8% | +9.5% | +11.6% |
| YTD | +40.5% | +17.8% | +22.7% | +33.4% |
| 1Y | +44.7% | +20.5% | +24.1% | +36.3% |
| 3Y | +74.5% | +132.4% | -57.9% | +33.8% |
| 5Y | +52.0% | +99.9% | -47.9% | +20.2% |
| 10Y | +412.6% | +124.3% | +288.4% | +250.5% |
| All | +412.6% | +119.4% | +293.2% | +250.5% |
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