-3.6%
COST vs VFC
-6.8%
+3.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.1% |
| 7D | -3.1% | -1.6% | -1.5% | -3.1% |
| 30D | -2.8% | -11.6% | +8.8% | -2.5% |
| 3M | -5.7% | -18.1% | +12.4% | -5.3% |
| 6M | -8.8% | -27.4% | +18.6% | -8.0% |
| YTD | +6.7% | -24.8% | +31.5% | +7.2% |
| 1Y | -3.6% | -8.2% | +4.6% | -4.0% |
| All | -3.6% | -6.8% | +3.2% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling