+758.4%
COST vs USB
+94.3%
+664.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.7% |
| 7D | +2.5% | +0.8% | +1.7% | +2.3% |
| 30D | +12.8% | +6.8% | +6.0% | +11.4% |
| 3M | +12.7% | -3.8% | +16.4% | +13.4% |
| 6M | +6.0% | +11.7% | -5.7% | +3.6% |
| YTD | +24.4% | +17.5% | +6.9% | +20.2% |
| 1Y | +16.2% | +33.8% | -17.5% | +9.5% |
| 3Y | +96.9% | +104.2% | -7.3% | +68.6% |
| 5Y | +121.1% | +26.4% | +94.7% | +105.5% |
| 10Y | +758.4% | +89.2% | +669.2% | +638.6% |
| All | +758.4% | +94.3% | +664.1% | +638.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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