+418.4%
CSX vs VTR
+132.2%
+286.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.2% |
| 7D | +3.1% | +0.7% | +2.4% | +2.9% |
| 30D | +9.7% | +6.9% | +2.8% | +7.5% |
| 3M | +4.9% | +1.3% | +3.6% | +4.4% |
| 6M | +18.4% | +2.5% | +15.9% | +17.0% |
| YTD | +45.9% | +18.0% | +27.9% | +38.3% |
| 1Y | +50.0% | +19.5% | +30.5% | +41.6% |
| 3Y | +78.0% | +130.2% | -52.2% | +36.7% |
| 5Y | +59.2% | +93.8% | -34.7% | +26.8% |
| All | +418.4% | +132.2% | +286.2% | +254.5% |
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