+1.8%
CMCSA vs VCLT
-3.2%
+5.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +4.4% |
| 7D | +15.2% | +0.4% | +14.8% | +14.9% |
| 30D | +17.0% | +3.9% | +13.0% | +14.9% |
| 3M | +1.2% | -1.9% | +3.2% | +1.7% |
| 6M | -5.5% | -2.6% | -2.9% | -5.0% |
| YTD | -6.5% | -3.1% | -3.4% | -6.3% |
| 1Y | +1.8% | -3.6% | +5.4% | +2.1% |
| All | +1.8% | -3.2% | +5.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling