+68.0%
COST vs FND
-50.8%
+118.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -2.5% | -5.1% | +2.6% | -2.1% |
| 30D | -4.4% | -22.5% | +18.1% | -2.7% |
| 3M | -8.1% | -5.0% | -3.1% | -8.1% |
| 6M | -9.2% | -21.5% | +12.3% | -7.8% |
| YTD | +5.1% | -23.0% | +28.1% | +6.8% |
| 1Y | -5.1% | -44.9% | +39.8% | -0.6% |
| All | +68.0% | -50.8% | +118.8% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling