+606.1%
COST vs VSH
+196.4%
+409.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.1% | -5.9% | -0.5% |
| 7D | -1.2% | +4.8% | -6.0% | -1.8% |
| 30D | -4.7% | -0.7% | -4.0% | -4.8% |
| 3M | -7.1% | -43.1% | +35.9% | -1.2% |
| 6M | -8.5% | +91.8% | -100.3% | -21.6% |
| YTD | +5.4% | +131.6% | -126.2% | -13.2% |
| 1Y | -5.6% | +118.1% | -123.7% | -21.9% |
| 3Y | +68.5% | +40.9% | +27.6% | +47.1% |
| 5Y | +105.2% | +75.8% | +29.5% | +67.9% |
| All | +606.1% | +196.4% | +409.7% | +376.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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