+715.9%
COST vs VTEB
+25.5%
+690.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -1.2% | -0.9% | -0.3% | -0.9% |
| 30D | -4.7% | -2.5% | -2.2% | -3.8% |
| 3M | -7.1% | -3.0% | -4.2% | -6.1% |
| 6M | -8.5% | -2.1% | -6.4% | -7.8% |
| YTD | +5.4% | -1.5% | +6.9% | +5.9% |
| 1Y | -5.6% | +0.2% | -5.8% | -5.8% |
| 3Y | +68.5% | +8.6% | +59.9% | +63.2% |
| 5Y | +105.2% | +1.2% | +104.0% | +101.7% |
| 10Y | +610.7% | +18.1% | +592.6% | +661.4% |
| All | +715.9% | +25.5% | +690.4% | +899.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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