+2,329.6%
COST vs VEU
+188.7%
+2,140.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.4% |
| 7D | -2.8% | +0.3% | -3.1% | -2.9% |
| 30D | -5.3% | +0.7% | -5.9% | -5.6% |
| 3M | -6.7% | +4.7% | -11.4% | -9.1% |
| 6M | -9.9% | +11.6% | -21.6% | -15.6% |
| YTD | +5.1% | +16.8% | -11.7% | -3.9% |
| 1Y | -7.3% | +24.9% | -32.2% | -18.2% |
| 3Y | +70.4% | +75.7% | -5.3% | +25.5% |
| 5Y | +104.4% | +56.1% | +48.3% | +59.2% |
| 10Y | +609.0% | +153.6% | +455.4% | +326.9% |
| All | +2,329.6% | +188.7% | +2,140.9% | +1,149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 all: compounded portfolio wealth divided by compounded VEU 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…
all analysis · Full analysis span regression · 6 months rolling