-48.2%
CMCSA vs VCLT
-15.5%
-32.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.5% |
| 7D | -8.3% | 0.0% | -8.3% | -8.3% |
| 30D | -2.4% | +0.1% | -2.5% | -2.4% |
| 3M | +4.5% | -2.9% | +7.4% | +5.8% |
| 6M | -18.8% | -4.0% | -14.8% | -17.4% |
| YTD | -8.9% | -2.2% | -6.7% | -8.1% |
| 1Y | -18.3% | -2.6% | -15.7% | -17.5% |
| 3Y | -35.0% | +12.3% | -47.2% | -38.3% |
| 5Y | -48.2% | -16.4% | -31.8% | -48.7% |
| All | -48.2% | -15.5% | -32.6% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling