+11.0%
CMCSA vs FN
+753.0%
-742.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.7% | -13.9% | -3.1% |
| 7D | +5.0% | 0.0% | +5.1% | +4.7% |
| 30D | +16.5% | -34.3% | +50.8% | +20.0% |
| 3M | -1.6% | -39.9% | +38.3% | +1.6% |
| 6M | -5.0% | -51.8% | +46.8% | -0.7% |
| YTD | -8.3% | -28.1% | +19.9% | -9.8% |
| 1Y | +0.4% | -29.1% | +29.5% | -1.7% |
| 3Y | -31.0% | +102.4% | -133.4% | -45.3% |
| 5Y | -42.5% | +171.7% | -214.2% | -58.0% |
| All | +11.0% | +753.0% | -742.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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