+735.5%
VGT vs CMS
+137.8%
+597.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | -10.1% | +6.6% | -16.7% | -11.7% |
| 3M | -5.3% | +0.8% | -6.1% | -5.6% |
| 6M | +0.2% | -3.3% | +3.6% | +0.5% |
| YTD | +21.1% | +2.7% | +18.4% | +19.0% |
| 1Y | +18.2% | -4.0% | +22.2% | +18.4% |
| 3Y | +107.4% | +37.6% | +69.8% | +81.0% |
| 5Y | +111.5% | +35.4% | +76.1% | +82.8% |
| 10Y | +735.5% | +136.0% | +599.5% | +542.7% |
| All | +735.5% | +137.8% | +597.8% | +542.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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