+604.2%
COST vs VUG
+419.9%
+184.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -2.5% | -1.9% | -0.6% | -1.5% |
| 30D | -4.4% | -1.6% | -2.9% | -3.7% |
| 3M | -8.1% | +4.4% | -12.5% | -10.7% |
| 6M | -9.2% | +13.2% | -22.4% | -16.4% |
| YTD | +5.1% | +7.5% | -2.4% | -0.4% |
| 1Y | -5.1% | +12.5% | -17.6% | -12.8% |
| 3Y | +70.4% | +86.0% | -15.6% | +12.7% |
| 5Y | +104.7% | +76.5% | +28.2% | +37.6% |
| All | +604.2% | +419.9% | +184.3% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling