+618.4%
COST vs VST
+1,196.4%
-578.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -3.2% | +9.9% | -13.0% | -4.1% |
| 30D | -4.0% | +7.9% | -11.9% | -4.7% |
| 3M | -6.5% | +3.4% | -9.9% | -7.1% |
| 6M | -8.5% | -4.1% | -4.4% | -8.8% |
| YTD | +6.0% | -5.7% | +11.7% | +5.4% |
| 1Y | -5.8% | -18.9% | +13.1% | -5.2% |
| 3Y | +71.8% | +359.1% | -287.2% | +26.2% |
| 5Y | +106.2% | +766.9% | -660.6% | +36.2% |
| All | +618.4% | +1,196.4% | -578.0% | +358.2% |
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