+767.5%
COST vs VST
+1,112.0%
-344.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.6% | -11.7% | -2.0% |
| 7D | +4.1% | -9.8% | +13.9% | +4.8% |
| 30D | +12.0% | -25.1% | +37.1% | +14.5% |
| 3M | +11.2% | -11.6% | +22.7% | +11.7% |
| 6M | +6.1% | -20.9% | +27.0% | +7.3% |
| YTD | +22.9% | -22.3% | +45.2% | +23.7% |
| 1Y | +14.7% | -32.0% | +46.8% | +17.1% |
| 3Y | +92.3% | +262.4% | -170.1% | +43.5% |
| 5Y | +116.6% | +563.4% | -446.7% | +45.8% |
| All | +767.5% | +1,112.0% | -344.6% | +459.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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