+514.0%
NOW vs COST
+766.3%
-252.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.8% |
| 7D | +0.3% | +5.0% | -4.7% | -2.7% |
| 30D | -27.0% | +12.8% | -39.8% | -32.7% |
| 3M | -19.6% | +15.2% | -34.8% | -27.2% |
| 6M | +17.5% | +7.4% | +10.1% | +11.0% |
| YTD | -33.3% | +29.0% | -62.3% | -44.9% |
| 1Y | -39.8% | +20.3% | -60.1% | -47.9% |
| 3Y | -19.9% | +99.0% | -118.9% | -52.7% |
| 5Y | -26.1% | +125.7% | -151.7% | -60.2% |
| All | +514.0% | +766.3% | -252.3% | +101.7% |
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