+109.6%
VRT vs COST
-6.4%
+116.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -10.2% |
| 7D | +2.4% | -2.8% | +5.2% | +0.4% |
| 30D | -2.7% | -5.3% | +2.6% | -6.0% |
| 3M | -9.2% | -6.7% | -2.5% | -12.1% |
| 6M | -0.5% | -9.9% | +9.4% | -5.0% |
| YTD | +62.3% | +5.1% | +57.2% | +71.9% |
| 1Y | +109.6% | -7.3% | +116.9% | +100.8% |
| All | +109.6% | -6.4% | +116.0% | +100.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling