+790.0%
NOW vs COST
+594.3%
+195.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.6% |
| 7D | -6.1% | -3.2% | -2.9% | -4.1% |
| 30D | +7.5% | -4.0% | +11.4% | +10.1% |
| 3M | +17.5% | -6.5% | +24.0% | +22.5% |
| 6M | +7.9% | -8.5% | +16.5% | +13.2% |
| YTD | -12.4% | +6.0% | -18.4% | -17.5% |
| 1Y | -28.6% | -5.8% | -22.8% | -27.2% |
| 3Y | +11.8% | +71.8% | -60.0% | -27.4% |
| 5Y | +2.6% | +106.2% | -103.6% | -41.3% |
| 10Y | +790.0% | +602.0% | +187.9% | +199.6% |
| All | +790.0% | +594.3% | +195.7% | +199.6% |
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