+169.4%
XLV vs COST
+611.6%
-442.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | -3.6% | -1.2% | -2.4% | -3.1% |
| 30D | -1.8% | -4.7% | +2.9% | -0.1% |
| 3M | +7.8% | -7.1% | +14.9% | +10.7% |
| 6M | +9.1% | -8.5% | +17.6% | +12.4% |
| YTD | +7.7% | +5.4% | +2.4% | +5.1% |
| 1Y | +20.4% | -5.6% | +26.0% | +22.2% |
| 3Y | +30.8% | +68.5% | -37.7% | +3.1% |
| 5Y | +34.6% | +105.2% | -70.6% | -4.9% |
| All | +169.4% | +611.6% | -442.3% | +24.0% |
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