+6.1%
CMCSA vs EFV
+169.9%
-163.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.7% |
| 7D | -4.9% | -0.8% | -4.1% | -4.3% |
| 30D | -1.1% | +0.6% | -1.7% | -1.5% |
| 3M | +6.6% | +7.5% | -1.0% | +1.1% |
| 6M | -15.5% | +13.0% | -28.5% | -23.0% |
| YTD | -6.7% | +18.3% | -25.0% | -18.1% |
| 1Y | -15.6% | +26.7% | -42.3% | -29.6% |
| 3Y | -33.7% | +89.6% | -123.3% | -59.5% |
| 5Y | -46.6% | +98.2% | -144.8% | -68.8% |
| All | +6.1% | +169.9% | -163.8% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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