+18.2%
VGT vs CMS
-2.8%
+21.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.8% |
| 7D | -1.6% | -1.1% | -0.5% | -2.1% |
| 30D | -10.1% | +6.6% | -16.7% | -7.5% |
| 3M | -5.3% | +0.8% | -6.1% | -4.7% |
| 6M | +0.2% | -3.3% | +3.6% | -0.8% |
| YTD | +21.1% | +2.7% | +18.4% | +21.5% |
| 1Y | +18.2% | -4.0% | +22.2% | +18.4% |
| All | +18.2% | -2.8% | +21.0% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling