+760.1%
COST vs FDS
+127.7%
+632.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +5.0% | +1.5% | +3.5% | +4.5% |
| 30D | +12.8% | +14.8% | -2.0% | +8.2% |
| 3M | +15.2% | +16.3% | -1.1% | +9.5% |
| 6M | +7.4% | +66.2% | -58.8% | -10.0% |
| YTD | +29.0% | +16.2% | +12.8% | +20.4% |
| 1Y | +20.3% | +21.8% | -1.6% | +9.9% |
| 3Y | +99.0% | -23.9% | +122.9% | +113.5% |
| 5Y | +125.7% | -23.1% | +148.8% | +137.7% |
| All | +760.1% | +127.7% | +632.5% | +522.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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