+48.2%
CSX vs VTR
+95.0%
-46.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.3% |
| 7D | -5.5% | +4.7% | -10.2% | -6.9% |
| 30D | +4.9% | +10.9% | -5.9% | +1.4% |
| 3M | -2.9% | -3.2% | +0.4% | -2.0% |
| 6M | +8.3% | +3.7% | +4.7% | +6.6% |
| YTD | +36.7% | +16.8% | +19.9% | +29.2% |
| 1Y | +41.5% | +21.3% | +20.2% | +32.0% |
| 3Y | +68.6% | +119.0% | -50.4% | +25.0% |
| All | +48.2% | +95.0% | -46.9% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling