-45.4%
VRT vs COST
+9.0%
-54.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -1.9% |
| 7D | +10.5% | +5.0% | +5.5% | +17.7% |
| 30D | -9.3% | +12.8% | -22.1% | +7.7% |
| 3M | -29.6% | +15.2% | -44.8% | -15.2% |
| 6M | -45.4% | +7.4% | -52.8% | -37.5% |
| All | -45.4% | +9.0% | -54.4% | -37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling