+606.1%
COST vs FISV
+3.1%
+602.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.2% | -0.9% |
| 7D | -1.2% | -2.7% | +1.5% | -0.7% |
| 30D | -4.7% | 0.0% | -4.8% | -4.9% |
| 3M | -7.1% | -2.8% | -4.3% | -7.0% |
| 6M | -8.5% | -11.8% | +3.3% | -7.0% |
| YTD | +5.4% | -23.2% | +28.6% | +10.1% |
| 1Y | -5.6% | -62.0% | +56.4% | +12.1% |
| 3Y | +68.5% | -57.6% | +126.1% | +85.8% |
| 5Y | +105.2% | -53.4% | +158.6% | +115.4% |
| All | +606.1% | +3.1% | +602.9% | +441.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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