+482.4%
CSX vs VUG
+408.5%
+73.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | +0.6% | +0.9% | -0.2% | 0.0% |
| 30D | -2.3% | -1.4% | -0.8% | -1.3% |
| 3M | +4.3% | +2.3% | +2.0% | +2.1% |
| 6M | +23.4% | +15.7% | +7.7% | +10.3% |
| YTD | +36.4% | +8.6% | +27.8% | +27.3% |
| 1Y | +53.0% | +14.1% | +39.0% | +37.4% |
| 3Y | +70.6% | +87.9% | -17.3% | +1.9% |
| 5Y | +65.5% | +76.3% | -10.9% | +2.0% |
| 10Y | +482.4% | +409.7% | +72.7% | +27.9% |
| All | +482.4% | +408.5% | +73.8% | +27.9% |
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