-9.2%
COST vs ITOT
+12.5%
-21.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | -0.2% |
| 7D | -2.5% | -2.0% | -0.4% | -3.0% |
| 30D | -4.4% | -2.0% | -2.5% | -4.9% |
| 3M | -8.1% | +4.5% | -12.6% | -6.9% |
| 6M | -9.2% | +12.6% | -21.9% | -8.4% |
| All | -9.2% | +12.5% | -21.7% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling