+2,486.9%
VRT vs COST
+369.1%
+2,117.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.5% |
| 7D | -8.4% | -1.2% | -7.2% | -7.8% |
| 30D | -10.9% | -4.7% | -6.1% | -9.0% |
| 3M | -13.7% | -7.1% | -6.6% | -11.5% |
| 6M | -4.1% | -8.5% | +4.4% | -1.7% |
| YTD | +58.7% | +5.4% | +53.4% | +49.7% |
| 1Y | +89.6% | -5.6% | +95.3% | +89.4% |
| 3Y | +558.1% | +68.5% | +489.7% | +375.2% |
| 5Y | +953.0% | +105.2% | +847.7% | +608.1% |
| All | +2,486.9% | +369.1% | +2,117.7% | +1,418.5% |
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 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