+426.6%
CMCSA vs VCIT
+96.6%
+330.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +12.0% | +0.5% | +11.6% | +11.8% |
| 30D | +17.5% | +2.1% | +15.4% | +16.7% |
| 3M | +2.4% | -1.6% | +4.0% | +3.0% |
| 6M | -2.9% | -1.6% | -1.4% | -2.4% |
| YTD | -6.2% | -1.5% | -4.7% | -5.6% |
| 1Y | +0.4% | -0.4% | +0.8% | +0.6% |
| 3Y | -30.6% | +19.6% | -50.1% | -34.5% |
| 5Y | -41.2% | +3.3% | -44.5% | -43.8% |
| 10Y | +15.2% | +28.9% | -13.7% | +15.4% |
| All | +426.6% | +96.6% | +330.0% | +683.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling