+1,008.9%
BE vs COST
+366.3%
+642.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.6% | +10.2% | +9.9% |
| 7D | +29.8% | -3.2% | +32.9% | +31.8% |
| 30D | +26.4% | -4.0% | +30.4% | +28.7% |
| 3M | +9.3% | -6.5% | +15.8% | +11.2% |
| 6M | +105.1% | -8.5% | +113.6% | +109.1% |
| YTD | +219.0% | +6.0% | +213.0% | +194.9% |
| 1Y | +418.8% | -5.8% | +424.5% | +411.6% |
| 3Y | +1,784.6% | +71.8% | +1,712.7% | +1,062.0% |
| 5Y | +1,251.0% | +106.2% | +1,144.7% | +635.2% |
| All | +1,008.9% | +366.3% | +642.6% | +265.8% |
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 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