+960.3%
VTI vs CSX
+4,038.8%
-3,078.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +0.1% | -3.4% | +3.5% | +1.5% |
| 30D | 0.0% | -3.1% | +3.1% | +1.3% |
| 3M | +2.0% | +7.2% | -5.2% | -1.2% |
| 6M | +13.0% | +16.2% | -3.2% | +5.5% |
| YTD | +13.9% | +37.5% | -23.6% | -0.9% |
| 1Y | +20.0% | +53.2% | -33.2% | -0.5% |
| 3Y | +75.8% | +68.2% | +7.6% | +38.3% |
| 5Y | +73.8% | +65.2% | +8.6% | +36.5% |
| 10Y | +297.5% | +504.1% | -206.7% | +76.2% |
| All | +960.3% | +4,038.8% | -3,078.5% | +105.7% |
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