+7.2%
COST vs VST
-9.7%
+17.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.6% |
| 7D | +2.5% | +19.2% | -16.7% | +5.8% |
| 30D | +14.6% | -17.2% | +31.7% | +11.6% |
| 3M | +15.2% | -8.1% | +23.3% | +14.2% |
| 6M | +7.2% | -8.1% | +15.3% | +7.2% |
| All | +7.2% | -9.7% | +17.0% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling