+72.2%
CSX vs VUG
+86.3%
-14.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -3.4% | -0.1% | -3.3% | -3.3% |
| 30D | -3.1% | -0.3% | -2.8% | -3.0% |
| 3M | +7.2% | -0.7% | +7.9% | +7.3% |
| 6M | +16.2% | +14.6% | +1.5% | +9.5% |
| YTD | +37.5% | +9.0% | +28.5% | +32.2% |
| 1Y | +53.2% | +14.9% | +38.4% | +43.8% |
| All | +72.2% | +86.3% | -14.1% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling