+78.3%
CSX vs VTR
+130.0%
-51.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | +7.8% | +5.5% | +2.3% | +6.4% |
| 3M | +4.1% | -0.9% | +5.0% | +4.2% |
| 6M | +17.9% | -0.4% | +18.3% | +17.7% |
| YTD | +44.9% | +17.0% | +27.9% | +39.5% |
| 1Y | +51.1% | +18.0% | +33.2% | +45.1% |
| 3Y | +78.3% | +127.4% | -49.1% | +40.8% |
| All | +78.3% | +130.0% | -51.7% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling