+106.2%
COST vs FE
+48.2%
+58.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -3.2% | +0.6% | -3.8% | -3.3% |
| 30D | -4.0% | -2.1% | -1.8% | -3.4% |
| 3M | -6.5% | +2.6% | -9.1% | -7.2% |
| 6M | -8.5% | -6.8% | -1.8% | -6.8% |
| YTD | +6.0% | +6.9% | -0.9% | +3.8% |
| 1Y | -5.8% | +11.6% | -17.4% | -9.0% |
| 3Y | +71.8% | +47.7% | +24.1% | +49.0% |
| 5Y | +106.2% | +46.2% | +60.0% | +83.6% |
| All | +106.2% | +48.2% | +58.1% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling