+310.0%
VOO vs CSX
+436.1%
-126.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.4% | +1.2% |
| 7D | +0.1% | -2.2% | +2.3% | +1.0% |
| 30D | -3.3% | +6.8% | -10.1% | -6.1% |
| 3M | -2.4% | +0.7% | -3.1% | -3.0% |
| 6M | +2.6% | +13.3% | -10.7% | -3.3% |
| YTD | +11.3% | +40.5% | -29.2% | -4.8% |
| 1Y | +13.4% | +44.7% | -31.2% | -4.1% |
| 3Y | +80.3% | +74.5% | +5.8% | +37.7% |
| 5Y | +72.7% | +52.0% | +20.7% | +38.2% |
| 10Y | +310.0% | +412.6% | -102.6% | +145.3% |
| All | +310.0% | +436.1% | -126.0% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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