+13.4%
COST vs VG
-51.4%
+64.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +4.1% | -22.0% | +26.1% | +4.3% |
| 30D | +12.0% | -11.6% | +23.6% | +12.0% |
| 3M | +11.2% | -14.9% | +26.0% | +11.2% |
| 6M | +6.1% | -3.5% | +9.7% | +5.9% |
| YTD | +22.9% | +70.0% | -47.1% | +20.7% |
| 1Y | +14.7% | +50.0% | -35.2% | +12.9% |
| All | +13.4% | -51.4% | +64.7% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling