-97.4%
COSM vs VT
+443.3%
-540.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.7% | +6.2% | +9.9% |
| 7D | +31.7% | -0.3% | +32.0% | +31.3% |
| 30D | -5.2% | -1.4% | -3.8% | -6.8% |
| 3M | +46.4% | -1.4% | +47.8% | +44.0% |
| 6M | -8.1% | +5.5% | -13.6% | -2.7% |
| YTD | -34.1% | +12.8% | -47.0% | -25.5% |
| 1Y | -51.4% | +15.4% | -66.8% | -43.6% |
| 3Y | -71.5% | +76.9% | -148.3% | -45.4% |
| 5Y | -91.4% | +60.4% | -151.8% | -81.7% |
| 10Y | -94.6% | +232.8% | -327.4% | -86.3% |
| All | -97.4% | +443.3% | -540.6% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling