+606.1%
COST vs VIG
+250.0%
+356.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.3% |
| 7D | -1.2% | -1.1% | -0.1% | -0.3% |
| 30D | -4.7% | -2.7% | -2.0% | -2.5% |
| 3M | -7.1% | +2.5% | -9.7% | -9.0% |
| 6M | -8.5% | +9.2% | -17.8% | -15.2% |
| YTD | +5.4% | +9.8% | -4.4% | -2.7% |
| 1Y | -5.6% | +12.4% | -18.0% | -14.7% |
| 3Y | +68.5% | +55.9% | +12.6% | +15.2% |
| 5Y | +105.2% | +63.9% | +41.3% | +35.6% |
| All | +606.1% | +250.0% | +356.0% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling