+91.5%
COLL vs VT
+227.9%
-136.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.2% | +0.4% | -7.6% | -7.6% |
| 30D | -34.2% | +1.0% | -35.1% | -34.8% |
| 3M | -28.0% | +2.4% | -30.4% | -30.2% |
| 6M | -40.6% | +12.0% | -52.6% | -47.7% |
| YTD | -49.2% | +15.3% | -64.5% | -56.7% |
| 1Y | -40.0% | +22.6% | -62.6% | -52.2% |
| 3Y | -0.9% | +74.7% | -75.6% | -47.4% |
| 5Y | +16.8% | +66.1% | -49.4% | -35.2% |
| 10Y | +162.0% | +225.0% | -63.0% | -41.8% |
| All | +91.5% | +227.9% | -136.4% | -57.1% |
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