+17.4%
COST vs VST
-29.0%
+46.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | -0.2% |
| 7D | +4.6% | -6.0% | +10.6% | +4.2% |
| 30D | +12.8% | -18.8% | +31.5% | +11.0% |
| 3M | +12.1% | -8.0% | +20.1% | +11.6% |
| 6M | +6.0% | -10.9% | +16.9% | +5.5% |
| YTD | +24.4% | -18.3% | +42.7% | +23.6% |
| All | +17.4% | -29.0% | +46.4% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling