+193.2%
COST vs U
-43.9%
+237.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -4.4% | -4.1% | -0.3% | -4.2% |
| 3M | -8.1% | +57.8% | -65.9% | -11.2% |
| 6M | -9.2% | +103.5% | -112.8% | -14.2% |
| YTD | +5.1% | -4.8% | +9.9% | +4.3% |
| 1Y | -5.1% | -2.4% | -2.7% | -6.5% |
| 3Y | +70.4% | +11.7% | +58.7% | +60.8% |
| 5Y | +104.7% | -68.9% | +173.6% | +100.1% |
| All | +193.2% | -43.9% | +237.1% | +175.5% |
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