+4,118.7%
CSX vs VUG
+1,145.8%
+2,972.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.1% | +2.8% |
| 7D | -2.7% | -7.1% | +4.4% | +4.0% |
| 30D | +7.0% | -12.1% | +19.1% | +20.0% |
| 3M | -0.3% | -8.1% | +7.8% | +7.0% |
| 6M | +13.5% | -3.2% | +16.7% | +14.7% |
| YTD | +41.5% | +0.5% | +41.0% | +37.0% |
| 1Y | +45.8% | -0.7% | +46.4% | +42.4% |
| 3Y | +74.4% | +77.1% | -2.8% | -8.8% |
| 5Y | +53.6% | +56.2% | -2.6% | -12.9% |
| 10Y | +465.6% | +394.1% | +71.5% | -20.1% |
| All | +4,118.7% | +1,145.8% | +2,972.9% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling