+760.1%
COST vs VXUS
+146.4%
+613.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.0% | +2.1% | +2.9% | +3.9% |
| 30D | +12.8% | -1.1% | +13.9% | +13.3% |
| 3M | +15.2% | -5.6% | +20.8% | +18.2% |
| 6M | +7.4% | -2.3% | +9.7% | +7.7% |
| YTD | +29.0% | +10.4% | +18.7% | +20.3% |
| 1Y | +20.3% | +13.1% | +7.2% | +10.5% |
| 3Y | +99.0% | +68.0% | +31.0% | +43.9% |
| 5Y | +125.7% | +45.8% | +79.9% | +75.6% |
| All | +760.1% | +146.4% | +613.8% | +441.9% |
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