+366.1%
VRT vs COST
+95.3%
+270.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -17.7% | +4.6% | -22.3% | -18.6% |
| 30D | -20.0% | +12.8% | -32.8% | -22.9% |
| 3M | -28.1% | +12.1% | -40.1% | -30.7% |
| 6M | -42.8% | +6.0% | -48.9% | -44.1% |
| YTD | +20.0% | +24.4% | -4.4% | +5.4% |
| 1Y | +3.5% | +17.1% | -13.6% | -5.6% |
| 3Y | +366.1% | +92.2% | +273.9% | +187.3% |
| All | +366.1% | +95.3% | +270.8% | +187.3% |
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