+606.1%
COST vs FTI
+305.3%
+300.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -1.2% | -4.4% | +3.2% | -0.9% |
| 30D | -4.7% | +1.5% | -6.2% | -4.9% |
| 3M | -7.1% | +8.2% | -15.3% | -7.8% |
| 6M | -8.5% | +18.8% | -27.4% | -9.9% |
| YTD | +5.4% | +71.7% | -66.3% | +0.8% |
| 1Y | -5.6% | +90.0% | -95.7% | -10.5% |
| 3Y | +68.5% | +270.5% | -202.0% | +50.2% |
| 5Y | +105.2% | +1,084.5% | -979.3% | +65.3% |
| All | +606.1% | +305.3% | +300.8% | +514.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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