+39.9%
COLM vs VT
+217.6%
-177.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +3.1% | -0.1% | +3.3% | +3.2% |
| 30D | +26.7% | -3.1% | +29.7% | +30.4% |
| 3M | +27.4% | -3.5% | +30.9% | +31.6% |
| 6M | +15.8% | +0.5% | +15.3% | +14.3% |
| YTD | +33.2% | +10.8% | +22.4% | +18.4% |
| 1Y | +44.5% | +11.9% | +32.6% | +27.1% |
| 3Y | -0.2% | +73.0% | -73.1% | -45.0% |
| 5Y | -26.0% | +58.6% | -84.6% | -54.9% |
| 10Y | +39.9% | +219.2% | -179.3% | -57.9% |
| All | +39.9% | +217.6% | -177.7% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling