+7.6%
COLD vs VT
+147.2%
-139.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.3% | +0.4% | -5.7% | -5.6% |
| 30D | +1.4% | +1.0% | +0.4% | +0.5% |
| 3M | -3.6% | +2.4% | -6.0% | -5.7% |
| 6M | +17.2% | +12.0% | +5.2% | +6.4% |
| YTD | +14.5% | +15.3% | -0.9% | +1.3% |
| 1Y | +9.5% | +22.6% | -13.0% | -7.9% |
| 3Y | -51.0% | +74.7% | -125.6% | -69.3% |
| 5Y | -53.6% | +66.1% | -119.8% | -70.0% |
| All | +7.6% | +147.2% | -139.6% | -53.2% |
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