+760.1%
COST vs VFC
-48.6%
+808.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -2.0% | +0.9% |
| 7D | +5.0% | +1.6% | +3.4% | +4.8% |
| 30D | +12.8% | +25.5% | -12.7% | +9.8% |
| 3M | +15.2% | +41.3% | -26.1% | +10.6% |
| 6M | +7.4% | +22.2% | -14.8% | +4.3% |
| YTD | +29.0% | +16.4% | +12.6% | +25.4% |
| 1Y | +20.3% | +38.4% | -18.1% | +14.3% |
| 3Y | +99.0% | +56.2% | +42.8% | +73.0% |
| 5Y | +125.7% | -68.2% | +193.8% | +163.6% |
| All | +760.1% | -48.6% | +808.8% | +785.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling