+2,903.5%
COST vs VWO
+317.6%
+2,585.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -2.5% | -1.7% | -0.8% | -1.9% |
| 30D | -4.4% | -0.3% | -4.1% | -4.4% |
| 3M | -8.1% | +4.0% | -12.1% | -9.7% |
| 6M | -9.2% | +8.1% | -17.4% | -12.5% |
| YTD | +5.1% | +11.6% | -6.5% | 0.0% |
| 1Y | -5.1% | +16.2% | -21.3% | -11.2% |
| 3Y | +70.4% | +63.3% | +7.1% | +38.8% |
| 5Y | +104.7% | +33.4% | +71.4% | +79.0% |
| 10Y | +608.8% | +113.3% | +495.5% | +407.3% |
| All | +2,903.5% | +317.6% | +2,585.8% | +1,351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling