-3.6%
COST vs FND
-36.4%
+32.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.1% |
| 7D | -3.1% | -5.2% | +2.1% | -3.0% |
| 30D | -2.8% | -19.9% | +17.1% | -2.3% |
| 3M | -5.7% | +2.7% | -8.4% | -5.8% |
| 6M | -8.8% | -21.7% | +12.9% | -7.0% |
| YTD | +6.7% | -17.5% | +24.2% | +8.2% |
| 1Y | -3.6% | -39.3% | +35.7% | -0.5% |
| All | -3.6% | -36.4% | +32.7% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling