+35.9%
COLD vs VT
+0.4%
+35.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.1% | +8.2% | +5.2% |
| 7D | +8.4% | -4.2% | +12.5% | +9.5% |
| 30D | +14.1% | -5.8% | +19.9% | +16.2% |
| 3M | +14.5% | -5.2% | +19.7% | +16.3% |
| 6M | +35.9% | +0.1% | +35.8% | +37.3% |
| All | +35.9% | +0.4% | +35.5% | +37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling