+590.9%
JPM vs COST
+611.6%
-20.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | -2.5% | -4.7% | +2.3% | -0.8% |
| 3M | +14.1% | -7.1% | +21.3% | +16.9% |
| 6M | +25.1% | -8.5% | +33.6% | +28.4% |
| YTD | +12.1% | +5.4% | +6.7% | +8.7% |
| 1Y | +18.8% | -5.6% | +24.4% | +20.0% |
| 3Y | +163.4% | +68.5% | +94.9% | +108.1% |
| 5Y | +156.5% | +105.2% | +51.3% | +81.4% |
| All | +590.9% | +611.6% | -20.8% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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