+73.0%
XLF vs COST
+69.9%
+3.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.9% | -2.5% | -0.4% | -2.3% |
| 30D | -1.6% | -4.4% | +2.8% | -0.5% |
| 3M | +9.3% | -8.1% | +17.4% | +11.5% |
| 6M | +14.6% | -9.2% | +23.8% | +17.1% |
| YTD | +4.7% | +5.1% | -0.4% | +2.0% |
| 1Y | +8.6% | -5.1% | +13.7% | +9.2% |
| All | +73.0% | +69.9% | +3.2% | +45.9% |
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