+103.8%
VGT vs VMC
+35.0%
+68.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | +2.5% | -1.3% | +3.7% | +2.9% |
| 30D | -9.5% | +15.5% | -25.0% | -13.8% |
| 3M | -9.5% | +0.6% | -10.1% | -9.8% |
| 6M | -1.8% | +2.1% | -3.8% | -3.5% |
| YTD | +18.4% | -1.6% | +20.0% | +16.3% |
| 1Y | +18.7% | -1.2% | +19.9% | +16.3% |
| 3Y | +103.8% | +35.3% | +68.5% | +71.6% |
| All | +103.8% | +35.0% | +68.8% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling