+112.2%
COLO vs VT
+222.7%
-110.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.0% |
| 7D | +5.1% | -0.1% | +5.3% | +5.2% |
| 30D | +9.4% | -0.7% | +10.1% | +10.0% |
| 3M | +27.4% | +4.0% | +23.4% | +22.9% |
| 6M | +38.7% | +12.3% | +26.4% | +24.9% |
| YTD | +45.6% | +14.0% | +31.6% | +29.4% |
| 1Y | +66.4% | +20.3% | +46.1% | +40.9% |
| 3Y | +209.5% | +75.4% | +134.1% | +84.7% |
| 5Y | +152.7% | +66.0% | +86.7% | +56.9% |
| 10Y | +112.2% | +228.2% | -116.0% | -35.3% |
| All | +112.2% | +222.7% | -110.5% | -35.3% |
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