-42.5%
CMCSA vs NVTS
-20.2%
-22.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.2% | +2.4% |
| 7D | -5.6% | +0.5% | -6.0% | -5.6% |
| 30D | -1.9% | -18.0% | +16.1% | -1.6% |
| 3M | +6.4% | -45.6% | +52.0% | +7.4% |
| 6M | -16.9% | +28.5% | -45.4% | -18.3% |
| YTD | -6.8% | +56.2% | -62.9% | -9.1% |
| 1Y | -15.9% | +97.7% | -113.6% | -19.1% |
| 3Y | -33.4% | +35.0% | -68.4% | -35.1% |
| All | -42.5% | -20.2% | -22.2% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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