+68.5%
COST vs VNQ
+30.7%
+37.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -4.7% | -2.6% | -2.1% | -3.8% |
| 3M | -7.1% | -2.0% | -5.1% | -6.4% |
| 6M | -8.5% | +4.3% | -12.9% | -9.9% |
| YTD | +5.4% | +9.2% | -3.8% | +2.0% |
| 1Y | -5.6% | +5.6% | -11.2% | -7.6% |
| 3Y | +68.5% | +30.8% | +37.6% | +54.7% |
| All | +68.5% | +30.7% | +37.8% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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