-27.1%
CMCSA vs VEU
+70.2%
-97.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +3.2% | +2.1% | +1.1% | +2.5% |
| 30D | +19.5% | -0.9% | +20.4% | +19.7% |
| 3M | -2.4% | -5.4% | +3.0% | -0.8% |
| 6M | +3.8% | -1.8% | +5.6% | +3.9% |
| YTD | -5.4% | +10.9% | -16.3% | -11.4% |
| 1Y | +1.1% | +13.6% | -12.5% | -6.6% |
| 3Y | -27.1% | +69.3% | -96.4% | -47.5% |
| All | -27.1% | +70.2% | -97.3% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling