+609.0%
COST vs BA
+70.0%
+539.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | -2.8% | -1.2% | -1.6% | -2.6% |
| 30D | -5.3% | -11.3% | +6.1% | -3.8% |
| 3M | -6.7% | -3.8% | -2.9% | -6.4% |
| 6M | -9.9% | -8.3% | -1.7% | -9.4% |
| YTD | +5.1% | -4.9% | +10.1% | +5.2% |
| 1Y | -7.3% | -10.1% | +2.8% | -6.7% |
| 3Y | +70.4% | -2.3% | +72.7% | +66.9% |
| 5Y | +104.4% | -3.5% | +107.9% | +96.1% |
| 10Y | +609.0% | +74.6% | +534.4% | +520.2% |
| All | +609.0% | +70.0% | +539.0% | +520.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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