+1.5%
CMCSA vs NVT
+731.8%
-730.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.9% |
| 7D | -4.9% | +4.1% | -8.9% | -5.7% |
| 30D | -1.1% | -5.1% | +4.1% | -0.2% |
| 3M | +6.6% | -1.2% | +7.7% | +5.5% |
| 6M | -15.5% | +46.6% | -62.1% | -25.1% |
| YTD | -6.7% | +60.0% | -66.7% | -19.9% |
| 1Y | -15.6% | +70.8% | -86.4% | -29.4% |
| 3Y | -33.7% | +187.5% | -221.2% | -55.4% |
| 5Y | -46.6% | +426.1% | -472.8% | -71.8% |
| All | +1.5% | +731.8% | -730.3% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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