+104.4%
COST vs U
-67.7%
+172.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -2.8% | +4.4% | -7.2% | -3.1% |
| 30D | -5.3% | -1.3% | -4.0% | -5.2% |
| 3M | -6.7% | +49.6% | -56.2% | -9.5% |
| 6M | -9.9% | +100.2% | -110.1% | -14.8% |
| YTD | +5.1% | -3.7% | +8.8% | +4.3% |
| 1Y | -7.3% | -6.5% | -0.8% | -8.3% |
| 3Y | +70.4% | +12.9% | +57.5% | +60.7% |
| 5Y | +104.4% | -68.3% | +172.7% | +96.8% |
| All | +104.4% | -67.7% | +172.1% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling