+233.0%
BAC vs COST
+776.8%
-543.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.8% |
| 7D | -1.9% | +3.9% | -5.8% | -3.3% |
| 30D | -7.2% | +13.5% | -20.7% | -11.7% |
| 3M | -20.4% | +15.3% | -35.8% | -24.8% |
| 6M | +1.3% | +9.2% | -7.9% | -2.7% |
| YTD | -6.4% | +26.9% | -33.3% | -15.8% |
| 1Y | -3.5% | +19.7% | -23.2% | -11.2% |
| 3Y | +96.7% | +96.0% | +0.7% | +43.4% |
| 5Y | +20.6% | +124.0% | -103.5% | -19.1% |
| 10Y | +233.0% | +760.6% | -527.6% | +27.6% |
| All | +233.0% | +776.8% | -543.7% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 10y: compounded portfolio wealth divided by compounded COST 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…
10y analysis · Full analysis span regression · 6 months rolling