+609.0%
COST vs F
+80.8%
+528.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.3% |
| 7D | -2.8% | -4.9% | +2.1% | -2.1% |
| 30D | -5.3% | -2.9% | -2.4% | -5.0% |
| 3M | -6.7% | -9.1% | +2.4% | -5.6% |
| 6M | -9.9% | +12.9% | -22.9% | -12.4% |
| YTD | +5.1% | +6.1% | -0.9% | +3.2% |
| 1Y | -7.3% | +22.5% | -29.8% | -11.4% |
| 3Y | +70.4% | +32.1% | +38.3% | +57.5% |
| 5Y | +104.4% | +43.7% | +60.7% | +83.7% |
| 10Y | +609.0% | +84.1% | +524.9% | +494.3% |
| All | +609.0% | +80.8% | +528.2% | +494.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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