-95.8%
COSM vs VT
+224.5%
-320.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | +21.3% | +0.4% | +20.9% | +21.9% |
| 30D | +27.0% | +1.0% | +26.0% | +28.7% |
| 3M | +0.7% | +2.4% | -1.6% | +3.2% |
| 6M | -29.5% | +12.0% | -41.5% | -16.8% |
| YTD | -45.2% | +15.3% | -60.5% | -32.7% |
| 1Y | -57.1% | +22.6% | -79.7% | -41.7% |
| 3Y | -76.9% | +74.7% | -151.5% | -44.0% |
| 5Y | -94.2% | +66.1% | -160.3% | -81.2% |
| All | -95.8% | +224.5% | -320.3% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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