+606.1%
COST vs VWO
+117.1%
+489.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -1.2% | -1.8% | +0.6% | -0.5% |
| 30D | -4.7% | -0.1% | -4.6% | -4.7% |
| 3M | -7.1% | +2.2% | -9.4% | -8.1% |
| 6M | -8.5% | +8.8% | -17.3% | -12.2% |
| YTD | +5.4% | +12.4% | -7.0% | -0.3% |
| 1Y | -5.6% | +15.6% | -21.2% | -11.9% |
| 3Y | +68.5% | +62.5% | +6.0% | +34.7% |
| 5Y | +105.2% | +34.3% | +71.0% | +76.4% |
| All | +606.1% | +117.1% | +489.0% | +414.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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