+68.5%
COST vs VTV
+67.6%
+0.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.1% |
| 7D | -1.2% | -1.1% | -0.1% | -0.6% |
| 30D | -4.7% | -1.0% | -3.7% | -4.2% |
| 3M | -7.1% | +4.6% | -11.8% | -9.5% |
| 6M | -8.5% | +13.5% | -22.0% | -15.3% |
| YTD | +5.4% | +18.5% | -13.1% | -5.0% |
| 1Y | -5.6% | +22.9% | -28.5% | -17.0% |
| 3Y | +68.5% | +67.8% | +0.6% | +18.1% |
| All | +68.5% | +67.6% | +0.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 3y: compounded portfolio wealth divided by compounded VTV 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…
3y analysis · Full analysis span regression · 6 months rolling