+17.9%
COLL vs VT
+66.2%
-48.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.2% | +0.4% | -7.6% | -7.5% |
| 30D | -34.2% | +1.0% | -35.1% | -34.6% |
| 3M | -28.0% | +2.4% | -30.4% | -29.4% |
| 6M | -40.6% | +12.0% | -52.6% | -45.4% |
| YTD | -49.2% | +15.3% | -64.5% | -54.4% |
| 1Y | -40.0% | +22.6% | -62.6% | -48.6% |
| 3Y | -0.9% | +74.7% | -75.6% | -35.2% |
| All | +17.9% | +66.2% | -48.3% | -21.5% |
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