+480.5%
CSX vs VTRS
-48.4%
+528.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -0.6% | -3.5% | +2.9% | +0.2% |
| 30D | -3.2% | +2.1% | -5.3% | -3.7% |
| 3M | +2.6% | +2.6% | 0.0% | +1.8% |
| 6M | +19.8% | +17.8% | +2.1% | +14.8% |
| YTD | +34.7% | +35.7% | -1.0% | +24.7% |
| 1Y | +52.1% | +63.5% | -11.3% | +34.6% |
| 3Y | +68.4% | +85.1% | -16.7% | +41.5% |
| 5Y | +65.1% | +42.5% | +22.6% | +43.6% |
| All | +480.5% | -48.4% | +528.9% | +463.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling