+3,604.4%
COST vs VO
+821.9%
+2,782.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -3.2% | +0.6% | -3.8% | -3.5% |
| 30D | -4.0% | -1.1% | -2.9% | -3.4% |
| 3M | -6.5% | +4.5% | -11.0% | -9.1% |
| 6M | -8.5% | +11.1% | -19.6% | -14.5% |
| YTD | +6.0% | +13.5% | -7.5% | -2.3% |
| 1Y | -5.8% | +14.5% | -20.3% | -13.8% |
| 3Y | +71.8% | +58.1% | +13.7% | +28.2% |
| 5Y | +106.2% | +43.3% | +63.0% | +62.9% |
| 10Y | +602.0% | +193.2% | +408.9% | +251.2% |
| All | +3,604.4% | +821.9% | +2,782.5% | +771.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling