+4,408.9%
COST vs VUG
+1,188.6%
+3,220.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.9% |
| 7D | +5.0% | +2.5% | +2.5% | +3.4% |
| 30D | +12.8% | -6.3% | +19.1% | +16.9% |
| 3M | +15.2% | -6.0% | +21.2% | +18.9% |
| 6M | +7.4% | -3.5% | +11.0% | +8.2% |
| YTD | +29.0% | +3.9% | +25.1% | +23.0% |
| 1Y | +20.3% | +5.1% | +15.2% | +13.7% |
| 3Y | +99.0% | +77.9% | +21.1% | +29.4% |
| 5Y | +125.7% | +62.4% | +63.3% | +53.3% |
| 10Y | +775.3% | +399.4% | +375.9% | +160.3% |
| All | +4,408.9% | +1,188.6% | +3,220.3% | +526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling