+64.3%
XLF vs COST
+104.4%
-40.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.5% | -1.2% | -0.3% | -1.1% |
| 30D | -1.2% | -4.7% | +3.6% | +0.4% |
| 3M | +9.2% | -7.1% | +16.3% | +11.7% |
| 6M | +16.3% | -8.5% | +24.9% | +19.3% |
| YTD | +5.4% | +5.4% | 0.0% | +2.5% |
| 1Y | +7.6% | -5.6% | +13.2% | +8.7% |
| 3Y | +74.2% | +68.5% | +5.7% | +39.8% |
| All | +64.3% | +104.4% | -40.2% | +20.2% |
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