+54.1%
CSX vs VTRS
+77.9%
-23.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.8% |
| 7D | +0.7% | +10.2% | -9.5% | -1.3% |
| 30D | +8.1% | +18.2% | -10.1% | +4.4% |
| 3M | +2.2% | +29.0% | -26.8% | -3.2% |
| 6M | +14.6% | +23.2% | -8.6% | +9.3% |
| YTD | +42.2% | +71.4% | -29.2% | +25.8% |
| 1Y | +47.3% | +112.3% | -65.0% | +24.4% |
| 3Y | +73.5% | +157.1% | -83.5% | +35.9% |
| 5Y | +54.1% | +77.0% | -22.9% | +26.8% |
| All | +54.1% | +77.9% | -23.8% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling