+1,678.9%
VRT vs CSX
+142.6%
+1,536.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.3% | -11.7% | -12.8% |
| 7D | -28.1% | -2.7% | -25.4% | -27.1% |
| 30D | -30.2% | +7.0% | -37.2% | -33.2% |
| 3M | -36.4% | -0.3% | -36.1% | -36.7% |
| 6M | -48.2% | +13.5% | -61.7% | -52.4% |
| YTD | +9.2% | +41.5% | -32.3% | -11.2% |
| 1Y | -7.2% | +45.8% | -53.0% | -25.8% |
| 3Y | +338.7% | +74.4% | +264.3% | +207.5% |
| 5Y | +542.8% | +53.6% | +489.2% | +382.1% |
| All | +1,678.9% | +142.6% | +1,536.3% | +886.0% |
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