+622.8%
COST vs VST
+1,175.7%
-552.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.4% |
| 7D | -3.1% | +8.9% | -12.1% | -3.9% |
| 30D | -2.8% | +6.2% | -9.0% | -3.4% |
| 3M | -5.7% | -2.7% | -2.9% | -5.8% |
| 6M | -8.8% | -8.4% | -0.4% | -8.7% |
| YTD | +6.7% | -7.2% | +13.9% | +6.2% |
| 1Y | -3.6% | -20.9% | +17.3% | -2.8% |
| 3Y | +75.1% | +384.0% | -308.9% | +27.4% |
| 5Y | +108.9% | +757.1% | -648.2% | +38.1% |
| All | +622.8% | +1,175.7% | -552.9% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling