-72.9%
COSM vs VT
+69.4%
-142.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.1% | -7.5% | -5.7% |
| 7D | +4.3% | -4.2% | +8.5% | +11.2% |
| 30D | -9.4% | -5.8% | -3.6% | -1.0% |
| 3M | +34.8% | -5.2% | +40.1% | +45.5% |
| 6M | -18.3% | +0.1% | -18.5% | -19.1% |
| YTD | -41.8% | +8.2% | -50.0% | -48.2% |
| 1Y | -60.0% | +10.1% | -70.1% | -65.4% |
| All | -72.9% | +69.4% | -142.3% | -89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling