-4.3%
COLM vs VT
+69.7%
-74.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.7% |
| 7D | +4.3% | -2.3% | +6.6% | +6.3% |
| 30D | +24.6% | -5.0% | +29.5% | +29.9% |
| 3M | +23.6% | -4.9% | +28.4% | +28.7% |
| 6M | +12.1% | -1.5% | +13.7% | +12.7% |
| YTD | +29.8% | +8.5% | +21.3% | +18.7% |
| 1Y | +41.7% | +11.4% | +30.3% | +26.1% |
| 3Y | -4.3% | +70.1% | -74.4% | -42.9% |
| All | -4.3% | +69.7% | -74.1% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling