+1,855.0%
VRT vs CSX
+143.8%
+1,711.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.8% |
| 7D | -17.7% | +0.7% | -18.4% | -18.1% |
| 30D | -20.0% | +8.1% | -28.1% | -23.9% |
| 3M | -28.1% | +2.2% | -30.3% | -29.5% |
| 6M | -42.8% | +14.6% | -57.4% | -47.8% |
| YTD | +20.0% | +42.2% | -22.2% | -2.7% |
| 1Y | +3.5% | +47.3% | -43.8% | -17.7% |
| 3Y | +366.1% | +73.5% | +292.6% | +227.5% |
| 5Y | +632.2% | +54.1% | +578.1% | +447.8% |
| All | +1,855.0% | +143.8% | +1,711.1% | +980.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling