+212.0%
CMCSA vs VEA
+169.3%
+42.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +0.1% | +1.9% | -1.7% | -1.3% |
| 30D | +3.8% | +0.8% | +3.1% | +3.1% |
| 3M | +12.3% | +5.7% | +6.6% | +6.9% |
| 6M | -15.4% | +13.3% | -28.7% | -24.6% |
| YTD | -2.5% | +18.4% | -20.9% | -16.4% |
| 1Y | -13.4% | +27.0% | -40.3% | -29.9% |
| 3Y | -30.4% | +79.3% | -109.6% | -57.7% |
| 5Y | -45.0% | +62.1% | -107.1% | -64.2% |
| 10Y | +10.2% | +160.3% | -150.1% | -51.6% |
| All | +212.0% | +169.3% | +42.8% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling