+414.9%
CSX vs VXUS
+146.4%
+268.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | +6.0% | +2.1% | +3.8% | +4.0% |
| 30D | +7.8% | -1.1% | +8.9% | +8.7% |
| 3M | +4.1% | -5.6% | +9.7% | +9.3% |
| 6M | +17.9% | -2.3% | +20.2% | +19.0% |
| YTD | +44.9% | +10.4% | +34.5% | +29.5% |
| 1Y | +51.1% | +13.1% | +38.1% | +32.0% |
| 3Y | +78.3% | +68.0% | +10.3% | +3.1% |
| 5Y | +58.1% | +45.8% | +12.3% | +5.6% |
| All | +414.9% | +146.4% | +268.5% | +102.6% |
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