+42.7%
COLM vs VT
+223.7%
-181.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +0.2% |
| 7D | +1.9% | +0.4% | +1.5% | +1.4% |
| 30D | +27.0% | -2.6% | +29.6% | +30.1% |
| 3M | +26.9% | -3.2% | +30.2% | +30.8% |
| 6M | +16.1% | +0.9% | +15.1% | +14.1% |
| YTD | +33.5% | +11.3% | +22.2% | +18.1% |
| 1Y | +43.2% | +14.0% | +29.2% | +23.4% |
| 3Y | -0.5% | +75.8% | -76.3% | -46.1% |
| 5Y | -26.2% | +57.8% | -84.0% | -54.8% |
| 10Y | +42.7% | +219.8% | -177.1% | -56.6% |
| All | +42.7% | +223.7% | -181.0% | -56.6% |
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