-40.2%
CMCSA vs VEU
+47.6%
-87.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +3.2% | +2.1% | +1.1% | +2.1% |
| 30D | +19.5% | -0.9% | +20.4% | +19.9% |
| 3M | -2.4% | -5.4% | +3.0% | +0.2% |
| 6M | +3.8% | -1.8% | +5.6% | +4.0% |
| YTD | -5.4% | +10.9% | -16.3% | -12.9% |
| 1Y | +1.1% | +13.6% | -12.5% | -8.4% |
| 3Y | -27.1% | +69.3% | -96.4% | -50.6% |
| All | -40.2% | +47.6% | -87.7% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling