+99.0%
COST vs VFC
+50.0%
+49.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.7% |
| 3M | +15.2% | +41.3% | -26.1% | +13.5% |
| 6M | +7.4% | +22.2% | -14.8% | +6.2% |
| YTD | +29.0% | +16.4% | +12.6% | +27.7% |
| 1Y | +20.3% | +38.4% | -18.1% | +18.2% |
| 3Y | +99.0% | +56.2% | +42.8% | +89.5% |
| All | +99.0% | +50.0% | +49.0% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling