+450.6%
CMCSA vs VCIT
+98.3%
+352.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +7.0% | -0.8% | +7.8% | +7.3% |
| 3M | +15.1% | -1.0% | +16.1% | +15.5% |
| 6M | -15.4% | -1.8% | -13.5% | -14.8% |
| YTD | -1.9% | -0.7% | -1.2% | -1.6% |
| 1Y | -12.7% | +1.0% | -13.7% | -13.0% |
| 3Y | -31.0% | +18.8% | -49.9% | -34.8% |
| 5Y | -46.1% | +3.5% | -49.6% | -48.6% |
| 10Y | +10.8% | +29.2% | -18.4% | +10.3% |
| All | +450.6% | +98.3% | +352.3% | +716.3% |
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 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