-1.6%
COST vs VG
-39.3%
+37.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -3.1% | +1.7% | -4.8% | -3.2% |
| 30D | -2.8% | +16.0% | -18.8% | -3.0% |
| 3M | -5.7% | +9.7% | -15.4% | -5.9% |
| 6M | -8.8% | +29.6% | -38.3% | -9.4% |
| YTD | +6.7% | +112.0% | -105.4% | +4.6% |
| 1Y | -3.6% | +12.8% | -16.4% | -4.6% |
| All | -1.6% | -39.3% | +37.7% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling