+1,227.8%
BE vs COST
+103.8%
+1,124.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.5% |
| 7D | +23.9% | -2.8% | +26.7% | +25.4% |
| 30D | +27.8% | -5.3% | +33.1% | +30.6% |
| 3M | +3.7% | -6.7% | +10.4% | +5.3% |
| 6M | +78.0% | -9.9% | +87.9% | +82.4% |
| YTD | +209.9% | +5.1% | +204.8% | +186.4% |
| 1Y | +389.6% | -7.3% | +396.9% | +385.9% |
| 3Y | +1,730.6% | +70.4% | +1,660.2% | +950.4% |
| 5Y | +1,227.8% | +104.4% | +1,123.4% | +553.6% |
| All | +1,227.8% | +103.8% | +1,124.0% | +553.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling