+34.7%
COLM vs VT
+222.7%
-188.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.1% |
| 7D | +3.6% | +2.9% | +0.8% | +0.6% |
| 30D | +25.6% | -2.5% | +28.1% | +28.5% |
| 3M | +27.9% | -3.3% | +31.2% | +31.9% |
| 6M | +23.5% | +1.5% | +21.9% | +20.6% |
| YTD | +32.0% | +11.4% | +20.7% | +16.7% |
| 1Y | +37.9% | +11.9% | +26.0% | +21.2% |
| 3Y | -1.0% | +73.9% | -74.9% | -45.7% |
| 5Y | -26.8% | +57.9% | -84.7% | -55.2% |
| All | +34.7% | +222.7% | -188.0% | -60.5% |
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 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