+96.9%
COST vs VLTO
+73.3%
+23.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +2.5% | +2.0% | +0.4% | +1.9% |
| 30D | +12.8% | +21.8% | -9.0% | +7.2% |
| 3M | +12.7% | +20.2% | -7.6% | +7.4% |
| 6M | +6.0% | +36.3% | -30.3% | -2.1% |
| YTD | +24.4% | +18.8% | +5.5% | +18.7% |
| 1Y | +16.2% | +20.4% | -4.2% | +10.3% |
| 3Y | +96.9% | +71.9% | +25.0% | +69.2% |
| All | +96.9% | +73.3% | +23.6% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling