+2,386.6%
COST vs VIG
+617.8%
+1,768.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | 0.0% |
| 7D | -3.2% | -0.4% | -2.8% | -2.8% |
| 30D | -4.0% | -2.1% | -1.9% | -2.3% |
| 3M | -6.5% | +3.3% | -9.8% | -9.1% |
| 6M | -8.5% | +9.3% | -17.8% | -15.2% |
| YTD | +6.0% | +10.1% | -4.1% | -2.5% |
| 1Y | -5.8% | +14.7% | -20.5% | -16.4% |
| 3Y | +71.8% | +56.9% | +14.9% | +17.0% |
| 5Y | +106.2% | +62.9% | +43.3% | +37.2% |
| 10Y | +602.0% | +241.3% | +360.7% | +149.8% |
| All | +2,386.6% | +617.8% | +1,768.8% | +349.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling