+13.8%
COLL vs VT
+69.4%
-55.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.1% | +10.4% | +8.3% |
| 7D | +4.7% | -4.2% | +8.9% | +6.7% |
| 30D | +15.0% | -5.8% | +20.8% | +18.3% |
| 3M | -29.6% | -5.2% | -24.4% | -27.8% |
| 6M | -28.8% | +0.1% | -28.9% | -29.7% |
| YTD | -45.7% | +8.2% | -53.9% | -49.1% |
| 1Y | -29.8% | +10.1% | -39.9% | -35.0% |
| All | +13.8% | +69.4% | -55.5% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling