+1,934.0%
VRT vs CSX
+148.5%
+1,785.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | +10.5% | +6.0% | +4.5% | +7.2% |
| 30D | -9.3% | +7.8% | -17.1% | -13.5% |
| 3M | -29.6% | +4.1% | -33.7% | -31.6% |
| 6M | -45.4% | +17.9% | -63.3% | -50.9% |
| YTD | +24.8% | +44.9% | -20.1% | +0.3% |
| 1Y | +23.6% | +51.1% | -27.5% | -3.0% |
| 3Y | +379.7% | +78.3% | +301.4% | +232.2% |
| 5Y | +660.3% | +58.1% | +602.2% | +461.7% |
| All | +1,934.0% | +148.5% | +1,785.5% | +1,013.2% |
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