+107.7%
COST vs VYM
+77.5%
+30.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.6% |
| 30D | -4.7% | -2.2% | -2.5% | -3.0% |
| 3M | -7.1% | +3.1% | -10.2% | -9.3% |
| 6M | -8.5% | +9.7% | -18.3% | -15.1% |
| YTD | +5.4% | +14.9% | -9.5% | -5.8% |
| 1Y | -5.6% | +17.6% | -23.2% | -17.4% |
| 3Y | +68.5% | +65.3% | +3.2% | +7.3% |
| All | +107.7% | +77.5% | +30.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling