+403.5%
VRT vs CSX
+73.0%
+330.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.8% | +6.9% | +8.4% |
| 7D | -10.6% | -2.2% | -8.4% | -9.8% |
| 30D | -17.4% | +6.8% | -24.2% | -20.3% |
| 3M | -26.4% | +0.7% | -27.1% | -26.9% |
| 6M | -41.0% | +13.3% | -54.3% | -45.3% |
| YTD | +23.8% | +40.5% | -16.7% | +3.7% |
| 1Y | +11.6% | +44.7% | -33.1% | -7.7% |
| 3Y | +403.5% | +74.5% | +329.0% | +244.8% |
| All | +403.5% | +73.0% | +330.5% | +244.8% |
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