+488.5%
CSX vs VTRS
-48.8%
+537.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +0.1% | -3.3% | +3.4% | +0.9% |
| 30D | -1.5% | +1.4% | -2.9% | -1.9% |
| 3M | +6.0% | +4.6% | +1.3% | +4.6% |
| 6M | +20.6% | +18.1% | +2.5% | +15.5% |
| YTD | +36.5% | +34.7% | +1.8% | +26.6% |
| 1Y | +55.0% | +65.6% | -10.7% | +36.7% |
| 3Y | +70.8% | +83.8% | -13.0% | +43.7% |
| 5Y | +69.6% | +46.5% | +23.1% | +46.5% |
| All | +488.5% | -48.8% | +537.3% | +471.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VTRS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling