+6.0%
CMCSA vs FTV
+80.1%
-74.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.2% |
| 7D | -5.6% | -5.2% | -0.4% | -3.6% |
| 30D | -1.9% | -11.5% | +9.6% | +2.8% |
| 3M | +6.4% | -9.0% | +15.5% | +10.0% |
| 6M | -16.9% | -2.0% | -14.9% | -17.0% |
| YTD | -6.8% | -0.9% | -5.8% | -7.8% |
| 1Y | -15.9% | +14.8% | -30.7% | -21.8% |
| 3Y | -33.4% | -5.5% | -27.9% | -34.2% |
| 5Y | -46.7% | -1.9% | -44.8% | -49.1% |
| All | +6.0% | +80.1% | -74.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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