+134.7%
VGT vs CMS
+26.5%
+108.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +1.8% | +1.2% | +0.6% | +1.8% |
| 30D | -0.3% | -3.2% | +2.8% | -0.2% |
| 3M | +3.4% | -2.2% | +5.6% | +3.2% |
| 6M | +35.0% | -9.4% | +44.4% | +35.7% |
| YTD | +28.8% | +0.7% | +28.1% | +27.8% |
| 1Y | +38.0% | +0.4% | +37.6% | +36.9% |
| 3Y | +125.8% | +35.2% | +90.6% | +107.9% |
| 5Y | +134.7% | +24.1% | +110.6% | +120.7% |
| All | +134.7% | +26.5% | +108.2% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling