+4,408.9%
COST vs VO
+825.6%
+3,583.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.0% | +3.1% | +1.9% | +3.1% |
| 30D | +12.8% | +2.2% | +10.6% | +11.2% |
| 3M | +15.2% | -2.5% | +17.7% | +16.7% |
| 6M | +7.4% | +7.0% | +0.5% | +2.7% |
| YTD | +29.0% | +14.0% | +15.0% | +18.4% |
| 1Y | +20.3% | +15.6% | +4.6% | +9.3% |
| 3Y | +99.0% | +66.2% | +32.8% | +43.9% |
| 5Y | +125.7% | +36.6% | +89.1% | +83.0% |
| 10Y | +775.3% | +199.0% | +576.4% | +332.2% |
| All | +4,408.9% | +825.6% | +3,583.2% | +956.3% |
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