+427.3%
CSX vs VUG
+391.5%
+35.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -4.0% |
| 7D | -5.5% | -3.4% | -2.1% | -3.4% |
| 30D | +4.9% | -11.1% | +16.0% | +13.1% |
| 3M | -2.9% | -7.2% | +4.4% | +1.6% |
| 6M | +8.3% | -4.1% | +12.5% | +10.0% |
| YTD | +36.7% | +1.4% | +35.4% | +32.9% |
| 1Y | +41.5% | +1.9% | +39.6% | +36.9% |
| 3Y | +68.6% | +77.7% | -9.1% | +4.2% |
| 5Y | +48.4% | +57.6% | -9.2% | -0.5% |
| All | +427.3% | +391.5% | +35.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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