-34.1%
CMCSA vs NVD
-99.1%
+65.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -4.9% | +10.8% | -15.7% | -4.8% |
| 30D | -1.1% | +0.8% | -1.8% | -1.0% |
| 3M | +6.6% | -20.8% | +27.4% | +6.4% |
| 6M | -15.5% | -41.2% | +25.7% | -15.8% |
| YTD | -6.7% | -44.2% | +37.5% | -7.1% |
| 1Y | -15.6% | -54.2% | +38.6% | -16.2% |
| 3Y | -33.7% | -99.1% | +65.4% | -42.8% |
| All | -34.1% | -99.1% | +65.0% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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