+124.5%
COST vs VFC
-68.3%
+192.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -2.0% | +1.0% |
| 7D | +5.0% | +1.6% | +3.4% | +4.8% |
| 30D | +12.8% | +25.5% | -12.7% | +10.7% |
| 3M | +15.2% | +41.3% | -26.1% | +11.8% |
| 6M | +7.4% | +22.2% | -14.8% | +5.2% |
| YTD | +29.0% | +16.4% | +12.6% | +26.4% |
| 1Y | +20.3% | +38.4% | -18.1% | +15.9% |
| 3Y | +99.0% | +56.2% | +42.8% | +78.0% |
| All | +124.5% | -68.3% | +192.8% | +209.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling