+192.0%
COLB vs VT
+346.0%
-154.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | -0.1% |
| 7D | -0.7% | -2.3% | +1.6% | +2.2% |
| 30D | +7.9% | -5.0% | +12.8% | +14.8% |
| 3M | -0.6% | -4.9% | +4.3% | +5.7% |
| 6M | +3.5% | -1.5% | +5.0% | +4.7% |
| YTD | +13.1% | +8.5% | +4.7% | +0.8% |
| 1Y | +21.3% | +11.4% | +9.9% | +4.4% |
| 3Y | +69.3% | +70.1% | -0.8% | -14.3% |
| 5Y | +7.9% | +53.7% | -45.8% | -37.7% |
| 10Y | +45.1% | +220.0% | -174.9% | -67.4% |
| All | +192.0% | +346.0% | -154.1% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling