+766.5%
CMCSA vs FE
+563.2%
+203.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +5.0% | 0.0% | +5.1% | +5.1% |
| 30D | +16.5% | +5.2% | +11.3% | +14.2% |
| 3M | -1.6% | 0.0% | -1.6% | -1.7% |
| 6M | -5.0% | +5.0% | -10.1% | -7.1% |
| YTD | -8.3% | +7.9% | -16.2% | -11.4% |
| 1Y | +0.4% | +6.3% | -5.9% | -2.5% |
| 3Y | -31.0% | +46.0% | -77.0% | -41.9% |
| 5Y | -42.5% | +45.6% | -88.2% | -52.1% |
| 10Y | +12.6% | +109.3% | -96.8% | -24.6% |
| All | +766.5% | +563.2% | +203.3% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling