+6.1%
CMCSA vs VEU
+155.0%
-148.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.6% |
| 7D | -4.9% | -1.4% | -3.4% | -3.9% |
| 30D | -1.1% | -0.4% | -0.6% | -0.8% |
| 3M | +6.6% | +2.5% | +4.0% | +4.2% |
| 6M | -15.5% | +11.1% | -26.6% | -22.9% |
| YTD | -6.7% | +16.5% | -23.2% | -18.2% |
| 1Y | -15.6% | +22.9% | -38.5% | -29.2% |
| 3Y | -33.7% | +73.4% | -107.1% | -58.1% |
| 5Y | -46.6% | +56.1% | -102.7% | -63.5% |
| All | +6.1% | +155.0% | -148.9% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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