+496.7%
CSX vs VYM
+202.0%
+294.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | -0.6% | -1.0% | +0.4% | +0.5% |
| 30D | -3.2% | -2.0% | -1.2% | -1.0% |
| 3M | +2.6% | +3.1% | -0.5% | -0.9% |
| 6M | +19.8% | +8.9% | +10.9% | +8.7% |
| YTD | +34.7% | +14.7% | +19.9% | +15.2% |
| 1Y | +52.1% | +19.4% | +32.7% | +24.3% |
| 3Y | +68.4% | +65.4% | +3.0% | -5.5% |
| 5Y | +65.1% | +77.6% | -12.5% | -14.5% |
| 10Y | +496.7% | +207.8% | +288.9% | +68.1% |
| All | +496.7% | +202.0% | +294.7% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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