+20.3%
COST vs VFC
+37.3%
-17.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -2.0% | +1.1% |
| 7D | +5.0% | +1.6% | +3.4% | +4.9% |
| 30D | +12.8% | +25.5% | -12.7% | +11.3% |
| 3M | +15.2% | +41.3% | -26.1% | +12.9% |
| 6M | +7.4% | +22.2% | -14.8% | +5.7% |
| YTD | +29.0% | +16.4% | +12.6% | +26.3% |
| 1Y | +20.3% | +38.4% | -18.1% | +16.6% |
| All | +20.3% | +37.3% | -17.1% | +16.6% |
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