-5.6%
COST vs VIG
+13.0%
-18.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -4.7% | -2.7% | -2.0% | -3.9% |
| 3M | -7.1% | +2.5% | -9.7% | -7.6% |
| 6M | -8.5% | +9.2% | -17.8% | -10.8% |
| YTD | +5.4% | +9.8% | -4.4% | +2.5% |
| 1Y | -5.6% | +12.4% | -18.0% | -8.2% |
| All | -5.6% | +13.0% | -18.7% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling