-53.0%
COLD vs VT
+66.2%
-119.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.3% | +0.4% | -5.7% | -5.7% |
| 30D | +1.4% | +1.0% | +0.4% | +0.5% |
| 3M | -3.6% | +2.4% | -6.0% | -5.8% |
| 6M | +17.2% | +12.0% | +5.2% | +5.7% |
| YTD | +14.5% | +15.3% | -0.9% | +0.5% |
| 1Y | +9.5% | +22.6% | -13.0% | -8.9% |
| 3Y | -51.0% | +74.7% | -125.6% | -70.4% |
| All | -53.0% | +66.2% | -119.2% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling