+68.5%
COST vs ITOT
+75.8%
-7.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | -1.2% | -0.9% | -0.3% | -0.8% |
| 30D | -4.7% | -1.5% | -3.3% | -4.1% |
| 3M | -7.1% | +3.6% | -10.7% | -8.7% |
| 6M | -8.5% | +13.7% | -22.2% | -14.6% |
| YTD | +5.4% | +12.9% | -7.5% | -1.4% |
| 1Y | -5.6% | +17.2% | -22.8% | -13.8% |
| 3Y | +68.5% | +75.6% | -7.1% | +14.5% |
| All | +68.5% | +75.8% | -7.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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