+604.2%
COST vs VO
+197.9%
+406.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -2.5% | -2.5% | 0.0% | -1.0% |
| 30D | -4.4% | -3.2% | -1.2% | -2.6% |
| 3M | -8.1% | +3.9% | -12.0% | -10.3% |
| 6M | -9.2% | +9.6% | -18.9% | -14.5% |
| YTD | +5.1% | +11.6% | -6.5% | -2.1% |
| 1Y | -5.1% | +12.6% | -17.7% | -12.3% |
| 3Y | +70.4% | +55.4% | +15.0% | +28.0% |
| 5Y | +104.7% | +41.8% | +62.9% | +61.5% |
| All | +604.2% | +197.9% | +406.3% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling