+2,106.5%
COST vs VT
+346.0%
+1,760.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.3% |
| 7D | +4.1% | -2.3% | +6.4% | +5.4% |
| 30D | +12.0% | -5.0% | +16.9% | +15.1% |
| 3M | +11.2% | -4.9% | +16.0% | +14.1% |
| 6M | +6.1% | -1.5% | +7.7% | +6.3% |
| YTD | +22.9% | +8.5% | +14.4% | +15.7% |
| 1Y | +14.7% | +11.4% | +3.4% | +6.2% |
| 3Y | +92.3% | +70.1% | +22.3% | +37.3% |
| 5Y | +116.6% | +53.7% | +62.9% | +64.1% |
| 10Y | +775.4% | +220.0% | +555.4% | +332.3% |
| All | +2,106.5% | +346.0% | +1,760.5% | +715.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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