+38.8%
COLM vs VT
+215.5%
-176.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.7% |
| 7D | +4.3% | -2.3% | +6.6% | +6.7% |
| 30D | +24.6% | -5.0% | +29.5% | +30.9% |
| 3M | +23.6% | -4.9% | +28.4% | +29.6% |
| 6M | +12.1% | -1.5% | +13.7% | +13.0% |
| YTD | +29.8% | +8.5% | +21.3% | +17.9% |
| 1Y | +41.7% | +11.4% | +30.3% | +25.1% |
| 3Y | -4.3% | +70.1% | -74.4% | -46.3% |
| 5Y | -27.0% | +53.7% | -80.7% | -54.1% |
| All | +38.8% | +215.5% | -176.7% | -56.7% |
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