+41.6%
COLB vs VT
+221.4%
-179.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | +3.2% | +1.0% | +2.2% | +2.0% |
| 30D | -1.9% | -0.2% | -1.7% | -1.6% |
| 3M | +3.2% | +4.5% | -1.3% | -2.5% |
| 6M | +13.7% | +14.1% | -0.4% | -3.8% |
| YTD | +12.4% | +14.8% | -2.4% | -5.6% |
| 1Y | +18.2% | +21.2% | -3.0% | -7.2% |
| 3Y | +76.8% | +76.6% | +0.2% | -10.7% |
| 5Y | +13.6% | +66.6% | -53.0% | -38.0% |
| 10Y | +41.6% | +222.3% | -180.7% | -64.5% |
| All | +41.6% | +221.4% | -179.8% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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