-35.3%
CMCSA vs VEU
+74.2%
-109.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.3% |
| 7D | -8.3% | +0.3% | -8.6% | -8.4% |
| 30D | -2.4% | +0.7% | -3.1% | -2.7% |
| 3M | +4.5% | +4.7% | -0.2% | +2.4% |
| 6M | -18.8% | +11.6% | -30.4% | -23.1% |
| YTD | -8.9% | +16.8% | -25.7% | -16.4% |
| 1Y | -18.3% | +24.9% | -43.2% | -28.1% |
| All | -35.3% | +74.2% | -109.5% | -56.6% |
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