-35.3%
CMCSA vs FTV
-3.3%
-32.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.3% |
| 7D | -8.3% | -1.3% | -7.0% | -7.9% |
| 30D | -2.4% | -9.5% | +7.1% | +0.4% |
| 3M | +4.5% | -10.9% | +15.4% | +7.7% |
| 6M | -18.8% | -0.6% | -18.1% | -19.2% |
| YTD | -8.9% | +1.4% | -10.4% | -10.4% |
| 1Y | -18.3% | +17.6% | -35.9% | -23.9% |
| All | -35.3% | -3.3% | -32.0% | -37.6% |
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