+4.7%
CMCSA vs EFV
+163.3%
-158.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.2% |
| 7D | +3.2% | +2.5% | +0.6% | +1.3% |
| 30D | +19.5% | +2.9% | +16.6% | +17.1% |
| 3M | -2.4% | -1.4% | -1.0% | -1.4% |
| 6M | +3.8% | +5.5% | -1.7% | -0.3% |
| YTD | -5.4% | +16.1% | -21.4% | -15.9% |
| 1Y | +1.1% | +20.3% | -19.2% | -12.5% |
| 3Y | -27.1% | +90.4% | -117.6% | -55.7% |
| 5Y | -40.3% | +93.5% | -133.8% | -64.6% |
| All | +4.7% | +163.3% | -158.6% | -46.8% |
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