+255.4%
COST vs U
-33.1%
+288.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | +2.5% | +2.8% | -0.3% | +2.3% |
| 30D | +14.6% | +7.6% | +7.0% | +13.8% |
| 3M | +15.2% | +12.7% | +2.5% | +14.0% |
| 6M | +7.2% | +87.0% | -79.7% | +2.0% |
| YTD | +27.4% | +13.6% | +13.8% | +24.6% |
| 1Y | +20.2% | +25.3% | -5.1% | +16.5% |
| 3Y | +96.9% | +85.8% | +11.1% | +77.6% |
| 5Y | +122.8% | -74.5% | +197.3% | +121.1% |
| All | +255.4% | -33.1% | +288.4% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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