+606.1%
COST vs VXUS
+151.1%
+455.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.2% |
| 7D | -1.2% | -1.4% | +0.2% | -0.5% |
| 30D | -4.7% | -0.5% | -4.3% | -4.6% |
| 3M | -7.1% | +2.6% | -9.7% | -8.6% |
| 6M | -8.5% | +10.9% | -19.4% | -14.3% |
| YTD | +5.4% | +16.1% | -10.8% | -4.0% |
| 1Y | -5.6% | +22.3% | -27.9% | -16.7% |
| 3Y | +68.5% | +72.0% | -3.5% | +21.2% |
| 5Y | +105.2% | +54.1% | +51.1% | +55.8% |
| All | +606.1% | +151.1% | +455.0% | +334.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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