+604.2%
COST vs EW
+126.7%
+477.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -2.5% | -3.4% | +0.9% | -1.8% |
| 30D | -4.4% | -7.4% | +2.9% | -2.9% |
| 3M | -8.1% | +0.9% | -9.0% | -8.3% |
| 6M | -9.2% | +1.2% | -10.4% | -9.8% |
| YTD | +5.1% | +1.8% | +3.3% | +4.2% |
| 1Y | -5.1% | +10.8% | -15.9% | -7.8% |
| 3Y | +70.4% | +17.1% | +53.2% | +58.4% |
| 5Y | +104.7% | -28.2% | +132.9% | +110.4% |
| All | +604.2% | +126.7% | +477.5% | +486.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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