-43.8%
CMCSA vs NVTS
-17.0%
-26.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.3% | -3.3% | -6.6% |
| 7D | -8.3% | +3.5% | -11.8% | -8.3% |
| 30D | -2.4% | -11.9% | +9.5% | -2.2% |
| 3M | +4.5% | -49.2% | +53.7% | +5.6% |
| 6M | -18.8% | +38.4% | -57.2% | -20.3% |
| YTD | -8.9% | +62.5% | -71.4% | -11.3% |
| 1Y | -18.3% | +101.4% | -119.7% | -21.4% |
| 3Y | -35.0% | +40.4% | -75.4% | -36.7% |
| All | -43.8% | -17.0% | -26.8% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling