+953.6%
VRT vs COST
+103.8%
+849.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.1% |
| 7D | +2.4% | -2.8% | +5.2% | +4.2% |
| 30D | -2.7% | -5.3% | +2.6% | +0.3% |
| 3M | -9.2% | -6.7% | -2.5% | -6.6% |
| 6M | -0.5% | -9.9% | +9.4% | +3.8% |
| YTD | +62.3% | +5.1% | +57.2% | +49.4% |
| 1Y | +109.6% | -7.3% | +116.9% | +110.9% |
| 3Y | +573.1% | +70.4% | +502.7% | +296.3% |
| 5Y | +953.6% | +104.4% | +849.2% | +445.1% |
| All | +953.6% | +103.8% | +849.8% | +445.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling