+10.2%
CMCSA vs FE
+113.1%
-102.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +3.8% | -2.1% | +6.0% | +4.5% |
| 3M | +12.3% | +2.6% | +9.7% | +11.3% |
| 6M | -15.4% | -6.8% | -8.6% | -13.6% |
| YTD | -2.5% | +6.9% | -9.4% | -4.8% |
| 1Y | -13.4% | +11.6% | -24.9% | -16.7% |
| 3Y | -30.4% | +47.7% | -78.1% | -39.6% |
| 5Y | -45.0% | +46.2% | -91.2% | -52.4% |
| 10Y | +10.2% | +109.2% | -99.0% | -9.1% |
| All | +10.2% | +113.1% | -102.9% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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