+604.2%
COST vs ALL
+361.5%
+242.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.5% | -4.3% | +1.8% | -1.2% |
| 30D | -4.4% | -3.6% | -0.9% | -3.4% |
| 3M | -8.1% | +13.2% | -21.3% | -11.5% |
| 6M | -9.2% | +22.5% | -31.7% | -14.7% |
| YTD | +5.1% | +22.7% | -17.6% | -1.5% |
| 1Y | -5.1% | +28.3% | -33.4% | -12.4% |
| 3Y | +70.4% | +152.0% | -81.7% | +25.8% |
| 5Y | +104.7% | +115.4% | -10.7% | +56.1% |
| All | +604.2% | +361.5% | +242.7% | +284.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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