+3,022.8%
CSX vs VTR
+1,482.3%
+1,540.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.0% | -3.3% |
| 7D | -5.5% | +4.7% | -10.2% | -6.6% |
| 30D | +4.9% | +10.9% | -5.9% | +2.1% |
| 3M | -2.9% | -3.2% | +0.4% | -2.2% |
| 6M | +8.3% | +3.7% | +4.7% | +6.9% |
| YTD | +36.7% | +16.8% | +19.9% | +30.9% |
| 1Y | +41.5% | +21.3% | +20.2% | +34.0% |
| 3Y | +68.6% | +119.0% | -50.4% | +35.8% |
| 5Y | +48.4% | +94.0% | -45.5% | +22.0% |
| 10Y | +446.6% | +112.3% | +334.3% | +303.1% |
| All | +3,022.8% | +1,482.3% | +1,540.6% | +1,509.1% |
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