-3.6%
COST vs VTI
+20.9%
-24.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | -5.7% | +2.0% | -7.7% | -5.1% |
| 6M | -8.8% | +13.0% | -21.7% | -8.3% |
| YTD | +6.7% | +13.9% | -7.3% | +7.1% |
| 1Y | -3.6% | +20.0% | -23.6% | -1.5% |
| All | -3.6% | +20.9% | -24.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 1y: compounded portfolio wealth divided by compounded VTI 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…
1y analysis · Full analysis span regression · 6 months rolling