+606.1%
COST vs VTR
+99.2%
+506.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | -4.7% | +1.1% | -5.8% | -4.8% |
| 3M | -7.1% | +7.9% | -15.0% | -8.0% |
| 6M | -8.5% | +6.2% | -14.7% | -9.3% |
| YTD | +5.4% | +17.7% | -12.3% | +3.2% |
| 1Y | -5.6% | +32.9% | -38.5% | -9.0% |
| 3Y | +68.5% | +129.7% | -61.2% | +52.3% |
| 5Y | +105.2% | +89.3% | +15.9% | +87.9% |
| All | +606.1% | +99.2% | +506.9% | +541.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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