+609.0%
COST vs FE
+110.4%
+498.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -5.3% | -1.2% | -4.1% | -5.0% |
| 3M | -6.7% | +1.7% | -8.3% | -7.1% |
| 6M | -9.9% | -7.5% | -2.5% | -8.2% |
| YTD | +5.1% | +6.3% | -1.2% | +3.3% |
| 1Y | -7.3% | +10.9% | -18.1% | -10.0% |
| 3Y | +70.4% | +46.9% | +23.5% | +51.7% |
| 5Y | +104.4% | +47.6% | +56.8% | +81.4% |
| 10Y | +609.0% | +114.5% | +494.5% | +490.2% |
| All | +609.0% | +110.4% | +498.6% | +490.2% |
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