+107.7%
COST vs VSXY
+22.6%
+85.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -4.7% | -18.7% | +14.0% | -3.6% |
| 3M | -7.1% | -4.0% | -3.1% | -7.1% |
| 6M | -8.5% | +67.5% | -76.0% | -12.6% |
| YTD | +5.4% | +39.7% | -34.3% | +1.8% |
| 1Y | -5.6% | +180.0% | -185.6% | -13.8% |
| 3Y | +68.5% | +337.3% | -268.8% | +39.8% |
| All | +107.7% | +22.6% | +85.1% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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