+1,677.9%
COST vs VXUS
+179.6%
+1,498.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.3% |
| 7D | -3.1% | +1.0% | -4.2% | -3.6% |
| 30D | -2.8% | +2.2% | -5.0% | -3.8% |
| 3M | -5.7% | +3.0% | -8.6% | -7.4% |
| 6M | -8.8% | +10.7% | -19.4% | -14.0% |
| YTD | +6.7% | +17.8% | -11.2% | -2.8% |
| 1Y | -3.6% | +27.6% | -31.2% | -15.8% |
| 3Y | +75.1% | +73.3% | +1.8% | +29.7% |
| 5Y | +108.9% | +54.3% | +54.6% | +63.2% |
| 10Y | +586.2% | +149.8% | +436.3% | +319.7% |
| All | +1,677.9% | +179.6% | +1,498.3% | +907.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling