+3,041.3%
CSX vs VTR
+1,499.7%
+1,541.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.4% |
| 7D | -3.4% | -1.7% | -1.7% | -3.0% |
| 30D | -3.1% | -2.4% | -0.6% | -2.5% |
| 3M | +7.2% | +14.8% | -7.6% | +3.2% |
| 6M | +16.2% | +5.3% | +10.8% | +14.3% |
| YTD | +37.5% | +18.1% | +19.5% | +31.4% |
| 1Y | +53.2% | +36.7% | +16.5% | +40.8% |
| 3Y | +68.2% | +130.1% | -61.8% | +33.8% |
| 5Y | +65.2% | +89.5% | -24.3% | +36.5% |
| 10Y | +504.1% | +87.4% | +416.8% | +359.2% |
| All | +3,041.3% | +1,499.7% | +1,541.5% | +1,515.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling