+374.9%
V vs COST
+609.8%
-234.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.0% | -2.5% | -0.6% | -1.9% |
| 30D | +1.2% | -4.4% | +5.7% | +3.3% |
| 3M | +13.9% | -8.1% | +22.0% | +18.3% |
| 6M | +17.2% | -9.2% | +26.5% | +22.1% |
| YTD | +5.3% | +5.1% | +0.2% | +2.1% |
| 1Y | +9.5% | -5.1% | +14.6% | +11.1% |
| 3Y | +51.9% | +70.4% | -18.4% | +14.2% |
| 5Y | +69.6% | +104.7% | -35.1% | +13.0% |
| All | +374.9% | +609.8% | -234.8% | +99.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling