-5.8%
COST vs VG
+14.9%
-20.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -0.6% |
| 7D | -3.2% | -2.5% | -0.7% | -3.2% |
| 30D | -4.0% | +11.1% | -15.1% | -4.0% |
| 3M | -6.5% | +14.9% | -21.4% | -6.7% |
| 6M | -8.5% | +18.4% | -26.9% | -8.7% |
| YTD | +6.0% | +116.6% | -110.6% | +4.8% |
| 1Y | -5.8% | +9.4% | -15.2% | -8.7% |
| All | -5.8% | +14.9% | -20.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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