+68.0%
COST vs USFR
+14.1%
+54.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -4.4% | +0.3% | -4.8% | -5.0% |
| 3M | -8.1% | +1.0% | -9.0% | -9.5% |
| 6M | -9.2% | +1.9% | -11.2% | -11.9% |
| YTD | +5.1% | +2.7% | +2.4% | +1.0% |
| 1Y | -5.1% | +4.0% | -9.1% | -10.7% |
| All | +68.0% | +14.1% | +54.0% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling