+1,740.6%
VRT vs CSX
+134.5%
+1,606.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.8% | +5.3% |
| 7D | -21.4% | -5.5% | -15.8% | -19.1% |
| 30D | -25.8% | +4.9% | -30.7% | -28.4% |
| 3M | -33.5% | -2.9% | -30.7% | -33.0% |
| 6M | -49.0% | +8.3% | -57.4% | -52.0% |
| YTD | +12.9% | +36.7% | -23.8% | -6.5% |
| 1Y | 0.0% | +41.5% | -41.5% | -18.8% |
| 3Y | +361.8% | +68.6% | +293.2% | +229.2% |
| 5Y | +565.1% | +48.4% | +516.7% | +407.6% |
| All | +1,740.6% | +134.5% | +1,606.1% | +938.1% |
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