+455.4%
V vs COST
+759.4%
-304.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.8% | +4.6% | -3.8% | -1.3% |
| 30D | +9.9% | +12.8% | -2.8% | +4.0% |
| 3M | +17.5% | +12.1% | +5.4% | +11.4% |
| 6M | +33.5% | +6.0% | +27.4% | +29.4% |
| YTD | +21.6% | +24.4% | -2.8% | +8.9% |
| 1Y | +27.6% | +17.1% | +10.4% | +17.5% |
| 3Y | +76.4% | +92.2% | -15.8% | +25.6% |
| 5Y | +103.8% | +122.5% | -18.7% | +31.6% |
| All | +455.4% | +759.4% | -304.0% | +124.7% |
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