+4.7%
CMCSA vs FTI
+189.4%
-184.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.2% |
| 7D | +3.2% | +4.3% | -1.2% | +2.6% |
| 30D | +19.5% | -4.7% | +24.2% | +20.0% |
| 3M | -2.4% | -13.5% | +11.1% | -0.7% |
| 6M | +3.8% | -8.7% | +12.6% | +4.5% |
| YTD | -5.4% | +49.0% | -54.4% | -11.7% |
| 1Y | +1.1% | +54.0% | -52.9% | -6.1% |
| 3Y | -27.1% | +211.6% | -238.7% | -40.0% |
| 5Y | -40.3% | +881.9% | -922.2% | -60.4% |
| All | +4.7% | +189.4% | -184.6% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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