+6.1%
CMCSA vs ET
+177.0%
-170.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -1.1% | +2.9% | -3.9% | -1.7% |
| 3M | +6.6% | +16.8% | -10.2% | +2.9% |
| 6M | -15.5% | +18.9% | -34.3% | -18.8% |
| YTD | -6.7% | +37.7% | -44.4% | -13.3% |
| 1Y | -15.6% | +32.4% | -48.0% | -21.0% |
| 3Y | -33.7% | +99.5% | -133.2% | -43.8% |
| 5Y | -46.6% | +244.0% | -290.6% | -60.1% |
| All | +6.1% | +177.0% | -170.9% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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