+606.1%
COST vs FITB
+290.8%
+315.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | -4.7% | -5.7% | +1.0% | -3.9% |
| 3M | -7.1% | +3.2% | -10.3% | -7.6% |
| 6M | -8.5% | +23.4% | -31.9% | -11.6% |
| YTD | +5.4% | +18.8% | -13.4% | +2.3% |
| 1Y | -5.6% | +25.0% | -30.6% | -9.2% |
| 3Y | +68.5% | +131.2% | -62.7% | +45.9% |
| 5Y | +105.2% | +70.7% | +34.6% | +83.9% |
| All | +606.1% | +290.8% | +315.3% | +440.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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