+124.5%
COST vs VST
+633.9%
-509.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | +5.0% | +6.6% | -1.6% | +4.6% |
| 30D | +12.8% | -12.4% | +25.2% | +13.6% |
| 3M | +15.2% | -9.0% | +24.2% | +15.4% |
| 6M | +7.4% | -6.4% | +13.9% | +6.9% |
| YTD | +29.0% | -17.2% | +46.2% | +29.1% |
| 1Y | +20.3% | -22.0% | +42.3% | +20.9% |
| 3Y | +99.0% | +296.7% | -197.7% | +33.4% |
| All | +124.5% | +633.9% | -509.4% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling