+758.9%
COST vs FE
+110.9%
+648.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +4.6% | -0.5% | +5.1% | +4.7% |
| 30D | +12.8% | +4.3% | +8.4% | +11.5% |
| 3M | +12.1% | +0.4% | +11.7% | +11.9% |
| 6M | +6.0% | +6.9% | -0.9% | +4.0% |
| YTD | +24.4% | +8.0% | +16.4% | +21.6% |
| 1Y | +17.1% | +4.8% | +12.3% | +15.4% |
| 3Y | +92.2% | +49.0% | +43.2% | +70.3% |
| 5Y | +122.5% | +46.2% | +76.3% | +97.6% |
| 10Y | +758.9% | +120.9% | +638.0% | +607.6% |
| All | +758.9% | +110.9% | +648.0% | +607.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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