+6.0%
CMCSA vs VCLT
+17.0%
-11.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.8% |
| 7D | -5.6% | -1.3% | -4.3% | -5.1% |
| 30D | -1.9% | -1.1% | -0.8% | -1.5% |
| 3M | +6.4% | -3.7% | +10.1% | +7.9% |
| 6M | -16.9% | -4.0% | -12.9% | -15.7% |
| YTD | -6.8% | -3.4% | -3.4% | -5.6% |
| 1Y | -15.9% | -4.1% | -11.8% | -14.6% |
| 3Y | -33.4% | +11.0% | -44.4% | -36.2% |
| 5Y | -46.7% | -17.0% | -29.7% | -44.2% |
| All | +6.0% | +17.0% | -11.1% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling