+2,723.0%
VRT vs CSX
+135.9%
+2,587.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.9% |
| 7D | +9.1% | -3.4% | +12.5% | +11.2% |
| 30D | +0.9% | -3.1% | +4.0% | +2.7% |
| 3M | -13.4% | +7.2% | -20.5% | -17.2% |
| 6M | +11.7% | +16.2% | -4.5% | +2.1% |
| YTD | +73.2% | +37.5% | +35.7% | +44.2% |
| 1Y | +123.4% | +53.2% | +70.2% | +74.0% |
| 3Y | +606.2% | +68.2% | +537.9% | +407.9% |
| 5Y | +899.9% | +65.2% | +834.7% | +631.5% |
| All | +2,723.0% | +135.9% | +2,587.2% | +1,500.9% |
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