+68.1%
COST vs VMC
+17.4%
+50.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.4% | -0.3% |
| 7D | -2.8% | -5.3% | +2.5% | -1.8% |
| 30D | -5.3% | -12.3% | +7.0% | -3.1% |
| 3M | -6.7% | -10.3% | +3.6% | -5.1% |
| 6M | -9.9% | -8.6% | -1.4% | -9.0% |
| YTD | +5.1% | -11.9% | +17.0% | +6.6% |
| 1Y | -7.3% | -13.9% | +6.6% | -5.6% |
| All | +68.1% | +17.4% | +50.7% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling