+758.9%
COST vs BA
+27.6%
+731.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | +12.8% | -8.9% | +21.7% | +14.0% |
| 3M | +12.1% | -25.5% | +37.6% | +16.2% |
| 6M | +6.0% | -27.0% | +33.0% | +9.8% |
| YTD | +24.4% | -20.1% | +44.5% | +27.1% |
| 1Y | +17.1% | -11.0% | +28.1% | +17.9% |
| 3Y | +92.2% | -11.8% | +104.0% | +90.5% |
| 5Y | +122.5% | -20.6% | +143.2% | +118.5% |
| 10Y | +758.9% | +26.6% | +732.3% | +681.0% |
| All | +758.9% | +27.6% | +731.3% | +681.0% |
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