+416.4%
CSX vs VUG
+405.4%
+11.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.5% |
| 7D | -0.3% | -1.1% | +0.8% | +0.3% |
| 30D | +8.7% | -7.0% | +15.7% | +13.7% |
| 3M | +4.2% | -3.7% | +7.9% | +6.3% |
| 6M | +16.7% | -1.6% | +18.3% | +16.5% |
| YTD | +44.5% | +5.1% | +39.3% | +37.1% |
| 1Y | +50.3% | +3.8% | +46.5% | +43.8% |
| 3Y | +76.3% | +79.9% | -3.6% | +8.4% |
| 5Y | +58.1% | +66.4% | -8.2% | +1.7% |
| 10Y | +416.4% | +405.3% | +11.1% | +24.1% |
| All | +416.4% | +405.4% | +11.0% | +24.1% |
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