+65.5%
VZ vs COST
+777.9%
-712.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | +2.2% | +2.5% | -0.2% | +1.6% |
| 30D | +10.6% | +12.8% | -2.2% | +7.4% |
| 3M | -0.6% | +12.7% | -13.3% | -3.5% |
| 6M | +0.7% | +6.0% | -5.3% | -0.8% |
| YTD | +20.6% | +24.4% | -3.8% | +14.2% |
| 1Y | +22.7% | +16.2% | +6.5% | +18.0% |
| 3Y | +57.2% | +96.9% | -39.7% | +29.0% |
| 5Y | +21.4% | +121.1% | -99.7% | -5.6% |
| 10Y | +65.5% | +758.4% | -692.9% | -13.7% |
| All | +65.5% | +777.9% | -712.4% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling