+427.3%
CSX vs VXUS
+135.4%
+291.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | -5.5% | -1.8% | -3.8% | -4.0% |
| 30D | +4.9% | -4.6% | +9.5% | +9.2% |
| 3M | -2.9% | -6.1% | +3.2% | +2.4% |
| 6M | +8.3% | -4.9% | +13.2% | +12.1% |
| YTD | +36.7% | +8.1% | +28.7% | +24.6% |
| 1Y | +41.5% | +12.1% | +29.4% | +24.5% |
| 3Y | +68.6% | +63.9% | +4.8% | 0.0% |
| 5Y | +48.4% | +43.1% | +5.3% | +0.9% |
| All | +427.3% | +135.4% | +291.9% | +128.1% |
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