+1,872.1%
T vs COST
+11,743.1%
-9,870.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -1.3% | -3.1% | +1.9% | -0.6% |
| 30D | +11.4% | -2.8% | +14.1% | +12.0% |
| 3M | +14.3% | -5.7% | +20.0% | +15.8% |
| 6M | -9.3% | -8.8% | -0.5% | -7.6% |
| YTD | +7.1% | +6.7% | +0.4% | +5.4% |
| 1Y | -9.1% | -3.6% | -5.4% | -8.6% |
| 3Y | +105.3% | +75.1% | +30.3% | +79.7% |
| 5Y | +66.8% | +108.9% | -42.1% | +38.4% |
| 10Y | +66.8% | +586.2% | -519.4% | +6.6% |
| All | +1,872.1% | +11,743.1% | -9,870.9% | +646.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling