+397.7%
BAC vs COST
+600.2%
-202.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.8% |
| 7D | +0.6% | -2.8% | +3.4% | +1.7% |
| 30D | -1.4% | -5.3% | +3.9% | +0.7% |
| 3M | +15.7% | -6.7% | +22.4% | +18.6% |
| 6M | +32.2% | -9.9% | +42.1% | +36.9% |
| YTD | +15.8% | +5.1% | +10.6% | +12.1% |
| 1Y | +27.3% | -7.3% | +34.6% | +29.7% |
| 3Y | +137.5% | +70.4% | +67.1% | +82.3% |
| 5Y | +73.1% | +104.4% | -31.4% | +18.9% |
| 10Y | +397.7% | +609.0% | -211.3% | +95.0% |
| All | +397.7% | +600.2% | -202.5% | +95.0% |
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