+107.7%
COST vs VEA
+59.5%
+48.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | -1.2% | -1.5% | +0.3% | -0.5% |
| 30D | -4.7% | -0.8% | -3.9% | -4.4% |
| 3M | -7.1% | +2.5% | -9.6% | -8.5% |
| 6M | -8.5% | +11.1% | -19.7% | -14.4% |
| YTD | +5.4% | +17.2% | -11.8% | -4.7% |
| 1Y | -5.6% | +24.5% | -30.1% | -18.0% |
| 3Y | +68.5% | +75.4% | -6.9% | +15.7% |
| All | +107.7% | +59.5% | +48.2% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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