+48.2%
CSX vs VTV
+72.7%
-24.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.9% |
| 7D | -5.5% | -2.2% | -3.3% | -3.2% |
| 30D | +4.9% | +2.2% | +2.7% | +2.5% |
| 3M | -2.9% | +0.3% | -3.2% | -3.2% |
| 6M | +8.3% | +8.3% | +0.1% | -0.8% |
| YTD | +36.7% | +18.5% | +18.2% | +13.5% |
| 1Y | +41.5% | +23.0% | +18.5% | +12.8% |
| 3Y | +68.6% | +72.6% | -4.0% | -7.1% |
| All | +48.2% | +72.7% | -24.5% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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