+6.4%
CMCSA vs FFIV
+126.0%
-119.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +4.6% | -4.2% | +8.7% | +5.6% |
| 30D | +19.8% | -33.9% | +53.7% | +31.6% |
| 3M | -0.3% | -22.6% | +22.3% | +4.5% |
| 6M | +0.3% | -10.4% | +10.7% | +0.3% |
| YTD | -6.9% | +24.3% | -31.2% | -16.6% |
| 1Y | +2.6% | +31.8% | -29.2% | -9.9% |
| 3Y | -29.0% | +99.5% | -128.5% | -47.0% |
| 5Y | -42.0% | +40.7% | -82.7% | -52.6% |
| 10Y | +6.4% | +126.9% | -120.5% | -31.7% |
| All | +6.4% | +126.0% | -119.5% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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