+418.4%
CSX vs VXUS
+146.4%
+271.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.8% |
| 7D | +3.1% | +2.3% | +0.8% | +1.0% |
| 30D | +9.7% | -2.2% | +11.9% | +11.8% |
| 3M | +4.9% | -5.4% | +10.3% | +9.9% |
| 6M | +18.4% | -1.2% | +19.6% | +18.3% |
| YTD | +45.9% | +10.4% | +35.5% | +30.4% |
| 1Y | +50.0% | +11.8% | +38.1% | +32.3% |
| 3Y | +78.0% | +68.4% | +9.6% | +2.7% |
| 5Y | +59.2% | +45.9% | +13.3% | +6.3% |
| All | +418.4% | +146.4% | +271.9% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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