+375.2%
V vs COST
+609.9%
-234.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -2.9% | -2.8% | -0.1% | -1.6% |
| 30D | +1.9% | -5.3% | +7.1% | +4.4% |
| 3M | +13.2% | -6.7% | +19.9% | +16.7% |
| 6M | +16.7% | -9.9% | +26.7% | +22.0% |
| YTD | +5.4% | +5.1% | +0.3% | +2.1% |
| 1Y | +7.7% | -7.3% | +14.9% | +10.5% |
| 3Y | +52.0% | +70.4% | -18.4% | +14.2% |
| 5Y | +67.7% | +104.4% | -36.7% | +11.8% |
| All | +375.2% | +609.9% | -234.8% | +99.6% |
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