+346.3%
VRT vs CSX
+74.3%
+272.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.3% | -11.7% | -13.0% |
| 7D | -28.1% | -2.7% | -25.4% | -27.3% |
| 30D | -30.2% | +7.0% | -37.2% | -32.6% |
| 3M | -36.4% | -0.3% | -36.1% | -36.5% |
| 6M | -48.2% | +13.5% | -61.7% | -51.9% |
| YTD | +9.2% | +41.5% | -32.3% | -8.8% |
| 1Y | -7.2% | +45.8% | -53.0% | -23.5% |
| All | +346.3% | +74.3% | +272.1% | +194.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling