+121.1%
COST vs B
+147.6%
-26.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +1.0% |
| 7D | +2.5% | +11.3% | -8.9% | +1.8% |
| 30D | +12.8% | +2.9% | +9.8% | +12.5% |
| 3M | +12.7% | -2.9% | +15.5% | +12.6% |
| 6M | +6.0% | -1.2% | +7.2% | +5.7% |
| YTD | +24.4% | -1.3% | +25.7% | +23.6% |
| 1Y | +16.2% | +30.4% | -14.2% | +12.1% |
| 3Y | +96.9% | +195.3% | -98.4% | +69.0% |
| 5Y | +121.1% | +146.2% | -25.1% | +101.0% |
| All | +121.1% | +147.6% | -26.5% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling