+107.7%
COST vs VGT
+136.3%
-28.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -4.7% | -0.4% | -4.3% | -4.7% |
| 3M | -7.1% | +4.4% | -11.6% | -9.3% |
| 6M | -8.5% | +32.1% | -40.6% | -20.0% |
| YTD | +5.4% | +28.8% | -23.4% | -7.1% |
| 1Y | -5.6% | +35.3% | -41.0% | -19.2% |
| 3Y | +68.5% | +124.8% | -56.3% | +6.2% |
| All | +107.7% | +136.3% | -28.6% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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