-40.8%
CMCSA vs VCIT
+4.3%
-45.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.7% | -0.5% | +1.2% | +1.1% |
| 30D | +21.0% | +1.5% | +19.5% | +19.7% |
| 3M | -0.9% | -1.0% | 0.0% | -0.2% |
| 6M | +2.9% | -1.7% | +4.6% | +4.2% |
| YTD | -5.9% | -1.4% | -4.5% | -4.9% |
| 1Y | +2.5% | -0.9% | +3.4% | +3.2% |
| 3Y | -28.3% | +19.8% | -48.1% | -37.4% |
| 5Y | -40.8% | +4.6% | -45.4% | -48.0% |
| All | -40.8% | +4.3% | -45.1% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling