+404.3%
META vs COST
+768.4%
-364.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +1.5% |
| 7D | -0.8% | +4.1% | -4.9% | -3.2% |
| 30D | -15.4% | +12.0% | -27.4% | -21.0% |
| 3M | +3.5% | +11.2% | -7.7% | -3.2% |
| 6M | -0.3% | +6.1% | -6.4% | -4.8% |
| YTD | -7.3% | +22.9% | -30.2% | -20.1% |
| 1Y | -1.1% | +14.7% | -15.8% | -11.1% |
| 3Y | +95.1% | +92.3% | +2.7% | +25.6% |
| 5Y | +80.6% | +116.6% | -36.1% | +7.6% |
| All | +404.3% | +768.4% | -364.1% | +109.8% |
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