+800.0%
VGT vs VMC
+156.6%
+643.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | -0.2% | -3.8% | +3.6% | +1.2% |
| 30D | -0.4% | -9.7% | +9.3% | +3.1% |
| 3M | +4.4% | -9.6% | +14.1% | +7.5% |
| 6M | +32.1% | -4.8% | +36.9% | +33.0% |
| YTD | +28.8% | -10.9% | +39.7% | +32.1% |
| 1Y | +35.3% | -15.6% | +50.9% | +41.4% |
| 3Y | +124.8% | +19.3% | +105.4% | +105.3% |
| 5Y | +137.9% | +48.0% | +89.9% | +100.9% |
| All | +800.0% | +156.6% | +643.4% | +540.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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