+2,373.0%
COST vs VYM
+484.2%
+1,888.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -2.5% | -1.9% | -0.6% | -1.2% |
| 30D | -4.4% | -2.6% | -1.8% | -2.7% |
| 3M | -8.1% | +3.6% | -11.7% | -10.4% |
| 6M | -9.2% | +8.7% | -17.9% | -14.6% |
| YTD | +5.1% | +14.1% | -9.0% | -4.5% |
| 1Y | -5.1% | +17.8% | -22.9% | -15.8% |
| 3Y | +70.4% | +64.5% | +5.8% | +18.6% |
| 5Y | +104.7% | +77.5% | +27.2% | +35.8% |
| 10Y | +608.8% | +206.1% | +402.7% | +212.1% |
| All | +2,373.0% | +484.2% | +1,888.8% | +586.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling