-27.1%
CMCSA vs FTV
+39.2%
-66.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +3.2% | +3.9% | -0.7% | +2.0% |
| 30D | +19.5% | +18.7% | +0.9% | +13.9% |
| 3M | -2.4% | +10.0% | -12.4% | -5.1% |
| 6M | +3.8% | +14.6% | -10.7% | -0.6% |
| YTD | -5.4% | +23.4% | -28.8% | -12.1% |
| 1Y | +1.1% | +31.3% | -30.2% | -8.2% |
| 3Y | -27.1% | +39.8% | -66.9% | -40.4% |
| All | -27.1% | +39.2% | -66.3% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling