+503.7%
COST vs FND
+58.4%
+445.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.1% |
| 7D | -3.2% | +0.4% | -3.5% | -3.2% |
| 30D | -4.0% | -23.6% | +19.6% | -0.3% |
| 3M | -6.5% | +4.3% | -10.8% | -7.7% |
| 6M | -8.5% | -20.3% | +11.7% | -6.5% |
| YTD | +6.0% | -21.3% | +27.3% | +8.3% |
| 1Y | -5.8% | -45.4% | +39.6% | +1.5% |
| 3Y | +71.8% | -48.9% | +120.7% | +81.7% |
| 5Y | +106.2% | -61.0% | +167.3% | +119.6% |
| All | +503.7% | +58.4% | +445.3% | +417.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling