+788.5%
XLK vs COST
+611.6%
+176.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.2% |
| 7D | +0.2% | -1.2% | +1.4% | +0.9% |
| 30D | -0.6% | -4.7% | +4.1% | +1.8% |
| 3M | +2.6% | -7.1% | +9.7% | +6.0% |
| 6M | +34.0% | -8.5% | +42.5% | +38.4% |
| YTD | +30.7% | +5.4% | +25.3% | +23.3% |
| 1Y | +39.2% | -5.6% | +44.8% | +39.9% |
| 3Y | +120.4% | +68.5% | +51.9% | +49.4% |
| 5Y | +148.8% | +105.2% | +43.6% | +45.9% |
| All | +788.5% | +611.6% | +176.8% | +205.1% |
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 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