+11.0%
CMCSA vs VCIT
+28.8%
-17.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +16.5% | +1.9% | +14.6% | +14.9% |
| 3M | -1.6% | -1.4% | -0.1% | -0.5% |
| 6M | -5.0% | -2.1% | -2.9% | -3.5% |
| YTD | -8.3% | -1.6% | -6.6% | -7.2% |
| 1Y | +0.4% | -0.9% | +1.3% | +1.1% |
| 3Y | -31.0% | +20.0% | -50.9% | -39.6% |
| 5Y | -42.5% | +3.1% | -45.7% | -44.7% |
| All | +11.0% | +28.8% | -17.8% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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