+742.7%
COST vs VST
+1,022.7%
-280.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +4.6% | -6.0% | +10.6% | +4.9% |
| 30D | +12.8% | -18.8% | +31.5% | +14.4% |
| 3M | +12.1% | -8.0% | +20.1% | +12.2% |
| 6M | +6.0% | -10.9% | +16.9% | +6.0% |
| YTD | +24.4% | -18.3% | +42.7% | +24.6% |
| 1Y | +17.1% | -29.9% | +47.1% | +19.3% |
| 3Y | +92.2% | +290.3% | -198.1% | +42.7% |
| 5Y | +122.5% | +635.3% | -512.8% | +48.8% |
| 10Y | +758.9% | +1,162.4% | -403.4% | +450.3% |
| All | +742.7% | +1,022.7% | -280.0% | +441.6% |
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