-5.6%
COST vs VMC
-14.0%
+8.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -1.2% | -3.8% | +2.6% | -1.0% |
| 30D | -4.7% | -9.7% | +5.0% | -4.3% |
| 3M | -7.1% | -9.6% | +2.5% | -6.6% |
| 6M | -8.5% | -4.8% | -3.7% | -8.4% |
| YTD | +5.4% | -10.9% | +16.3% | +6.5% |
| 1Y | -5.6% | -15.6% | +10.0% | -4.6% |
| All | -5.6% | -14.0% | +8.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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