+104.8%
COST vs VSH
+66.1%
+38.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -2.8% | +3.5% | -6.3% | -3.0% |
| 30D | -5.3% | -4.4% | -0.9% | -5.0% |
| 3M | -6.7% | -45.8% | +39.1% | -2.3% |
| 6M | -9.9% | +90.1% | -100.1% | -21.3% |
| YTD | +5.1% | +120.3% | -115.2% | -10.7% |
| 1Y | -7.3% | +112.2% | -119.5% | -21.2% |
| 3Y | +70.4% | +36.6% | +33.8% | +55.6% |
| All | +104.8% | +66.1% | +38.7% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling