+668.0%
BE vs COST
+467.5%
+200.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.5% |
| 7D | +10.8% | +5.0% | +5.8% | +8.4% |
| 30D | -19.8% | +12.8% | -32.6% | -24.7% |
| 3M | -18.7% | +15.2% | -33.9% | -24.9% |
| 6M | -33.7% | +7.4% | -41.1% | -37.5% |
| YTD | +121.0% | +29.0% | +91.9% | +84.0% |
| 1Y | +85.4% | +20.3% | +65.1% | +61.1% |
| 3Y | +1,709.5% | +99.0% | +1,610.5% | +945.8% |
| 5Y | +462.2% | +125.7% | +336.5% | +195.5% |
| All | +668.0% | +467.5% | +200.4% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling