+758.4%
COST vs VST
+1,219.3%
-460.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.3% | -6.1% | +0.6% |
| 7D | +2.5% | -0.5% | +3.0% | +2.3% |
| 30D | +12.8% | -17.1% | +29.8% | +14.3% |
| 3M | +12.7% | -4.6% | +17.2% | +12.4% |
| 6M | +6.0% | -9.1% | +15.1% | +5.8% |
| YTD | +24.4% | -16.6% | +41.0% | +24.4% |
| 1Y | +16.2% | -29.5% | +45.7% | +18.4% |
| 3Y | +96.9% | +297.5% | -200.6% | +45.5% |
| 5Y | +121.1% | +654.5% | -533.4% | +46.8% |
| 10Y | +758.4% | +1,205.2% | -446.8% | +449.1% |
| All | +758.4% | +1,219.3% | -460.9% | +449.1% |
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