+71.8%
COST vs VXUS
+75.9%
-4.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -3.2% | +1.6% | -4.7% | -3.5% |
| 30D | -4.0% | +1.0% | -5.0% | -4.2% |
| 3M | -6.5% | +5.7% | -12.1% | -8.0% |
| 6M | -8.5% | +13.6% | -22.1% | -12.9% |
| YTD | +6.0% | +17.4% | -11.4% | -0.8% |
| 1Y | -5.8% | +25.1% | -30.9% | -14.7% |
| 3Y | +71.8% | +75.8% | -4.0% | +27.2% |
| All | +71.8% | +75.9% | -4.0% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling