+728.4%
VGT vs CMS
+140.2%
+588.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | +2.5% | +1.7% | +0.7% | +2.0% |
| 30D | -9.5% | +6.2% | -15.7% | -11.0% |
| 3M | -9.5% | +0.6% | -10.1% | -9.8% |
| 6M | -1.8% | -1.8% | 0.0% | -1.9% |
| YTD | +18.4% | +3.8% | +14.6% | +16.0% |
| 1Y | +18.7% | -1.8% | +20.5% | +18.2% |
| 3Y | +103.8% | +39.8% | +64.0% | +77.0% |
| 5Y | +104.4% | +37.1% | +67.2% | +76.1% |
| All | +728.4% | +140.2% | +588.2% | +537.9% |
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