+4.7%
CMCSA vs FN
+700.1%
-695.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.8% | +2.0% |
| 7D | +3.2% | +0.3% | +2.9% | +3.0% |
| 30D | +19.5% | -16.5% | +36.1% | +20.6% |
| 3M | -2.4% | -42.1% | +39.7% | +1.1% |
| 6M | +3.8% | -52.9% | +56.7% | +8.9% |
| YTD | -5.4% | -28.0% | +22.6% | -7.1% |
| 1Y | +1.1% | -18.5% | +19.6% | -2.7% |
| 3Y | -27.1% | +93.9% | -121.0% | -41.8% |
| 5Y | -40.3% | +170.5% | -210.8% | -56.3% |
| All | +4.7% | +700.1% | -695.4% | -36.8% |
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