+4,000.9%
CSX vs VUG
+1,251.8%
+2,749.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.3% |
| 7D | -3.4% | -0.1% | -3.3% | -3.3% |
| 30D | -3.1% | -0.3% | -2.8% | -2.9% |
| 3M | +7.2% | -0.7% | +7.9% | +6.8% |
| 6M | +16.2% | +14.6% | +1.5% | +0.4% |
| YTD | +37.5% | +9.0% | +28.5% | +24.4% |
| 1Y | +53.2% | +14.9% | +38.4% | +31.0% |
| 3Y | +68.2% | +86.0% | -17.8% | -15.3% |
| 5Y | +65.2% | +76.7% | -11.5% | -16.6% |
| 10Y | +504.1% | +411.3% | +92.8% | -15.6% |
| All | +4,000.9% | +1,251.8% | +2,749.1% | +90.4% |
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