+1,683.3%
BE vs COST
+69.9%
+1,613.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.9% |
| 7D | +23.9% | -2.8% | +26.7% | +23.6% |
| 30D | +27.8% | -5.3% | +33.1% | +27.2% |
| 3M | +3.7% | -6.7% | +10.4% | +3.5% |
| 6M | +78.0% | -9.9% | +87.9% | +77.5% |
| YTD | +209.9% | +5.1% | +204.8% | +196.8% |
| 1Y | +389.6% | -7.3% | +396.9% | +382.1% |
| All | +1,683.3% | +69.9% | +1,613.4% | +1,226.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling