+52.5%
V vs COST
+72.5%
-20.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -1.1% | -3.2% | +2.1% | 0.0% |
| 30D | +1.9% | -4.0% | +5.9% | +3.3% |
| 3M | +15.5% | -6.5% | +22.0% | +18.1% |
| 6M | +16.6% | -8.5% | +25.1% | +19.8% |
| YTD | +5.7% | +6.0% | -0.3% | +2.6% |
| 1Y | +8.6% | -5.8% | +14.4% | +10.1% |
| 3Y | +52.5% | +71.8% | -19.3% | +27.0% |
| All | +52.5% | +72.5% | -20.0% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling