+644.6%
VRT vs COST
+72.5%
+572.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.9% |
| 7D | +13.6% | -3.2% | +16.8% | +14.9% |
| 30D | +6.8% | -4.0% | +10.7% | +8.1% |
| 3M | -3.2% | -6.5% | +3.3% | -1.5% |
| 6M | +20.3% | -8.5% | +28.9% | +22.7% |
| YTD | +79.6% | +6.0% | +73.6% | +65.5% |
| 1Y | +139.0% | -5.8% | +144.8% | +137.9% |
| 3Y | +644.6% | +71.8% | +572.8% | +317.7% |
| All | +644.6% | +72.5% | +572.1% | +317.7% |
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