+392.9%
COLM vs VT
+346.0%
+46.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.7% |
| 7D | +4.3% | -2.3% | +6.6% | +6.4% |
| 30D | +24.6% | -5.0% | +29.5% | +30.0% |
| 3M | +23.6% | -4.9% | +28.4% | +28.7% |
| 6M | +12.1% | -1.5% | +13.7% | +13.0% |
| YTD | +29.8% | +8.5% | +21.3% | +20.0% |
| 1Y | +41.7% | +11.4% | +30.3% | +27.9% |
| 3Y | -4.3% | +70.1% | -74.4% | -40.4% |
| 5Y | -27.0% | +53.7% | -80.7% | -49.8% |
| 10Y | +42.8% | +220.0% | -177.2% | -45.5% |
| All | +392.9% | +346.0% | +46.9% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling