+606.1%
COST vs ELV
+280.2%
+325.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -1.2% | +3.2% | -4.4% | -1.8% |
| 30D | -4.7% | +5.4% | -10.1% | -5.7% |
| 3M | -7.1% | +5.4% | -12.5% | -8.4% |
| 6M | -8.5% | +45.7% | -54.2% | -15.8% |
| YTD | +5.4% | +21.2% | -15.8% | +0.3% |
| 1Y | -5.6% | +35.6% | -41.2% | -12.6% |
| 3Y | +68.5% | -2.0% | +70.5% | +64.3% |
| 5Y | +105.2% | +26.0% | +79.2% | +86.8% |
| All | +606.1% | +280.2% | +325.8% | +391.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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