+1,917.9%
VRT vs CSX
+141.0%
+1,776.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.8% | +6.9% | +8.1% |
| 7D | -10.6% | -2.2% | -8.4% | -9.6% |
| 30D | -17.4% | +6.8% | -24.2% | -20.9% |
| 3M | -26.4% | +0.7% | -27.1% | -27.2% |
| 6M | -41.0% | +13.3% | -54.3% | -45.8% |
| YTD | +23.8% | +40.5% | -16.7% | +1.1% |
| 1Y | +11.6% | +44.7% | -33.1% | -10.3% |
| 3Y | +403.5% | +74.5% | +329.0% | +252.6% |
| 5Y | +647.0% | +52.0% | +595.1% | +463.2% |
| All | +1,917.9% | +141.0% | +1,776.9% | +1,022.5% |
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