+3,627.0%
COST vs VUG
+1,251.8%
+2,375.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.7% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | -2.8% | -0.3% | -2.5% | -2.7% |
| 3M | -5.7% | -0.7% | -5.0% | -5.9% |
| 6M | -8.8% | +14.6% | -23.4% | -17.6% |
| YTD | +6.7% | +9.0% | -2.4% | -0.7% |
| 1Y | -3.6% | +14.9% | -18.5% | -13.7% |
| 3Y | +75.1% | +86.0% | -11.0% | +11.2% |
| 5Y | +108.9% | +76.7% | +32.2% | +35.2% |
| 10Y | +586.2% | +411.3% | +174.9% | +102.7% |
| All | +3,627.0% | +1,251.8% | +2,375.2% | +405.6% |
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