-47.2%
CMCSA vs VEA
+59.5%
-106.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -4.9% | -1.5% | -3.4% | -4.1% |
| 30D | -1.1% | -0.8% | -0.2% | -0.7% |
| 3M | +6.6% | +2.5% | +4.1% | +4.8% |
| 6M | -15.5% | +11.1% | -26.6% | -21.4% |
| YTD | -6.7% | +17.2% | -23.8% | -16.5% |
| 1Y | -15.6% | +24.5% | -40.1% | -27.7% |
| 3Y | -33.7% | +75.4% | -109.1% | -55.6% |
| All | -47.2% | +59.5% | -106.7% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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