+216.5%
CMCSA vs VEU
+174.2%
+42.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +3.2% | +2.1% | +1.1% | +1.5% |
| 30D | +19.5% | -0.9% | +20.4% | +20.1% |
| 3M | -2.4% | -5.4% | +3.0% | +1.4% |
| 6M | +3.8% | -1.8% | +5.6% | +4.0% |
| YTD | -5.4% | +10.9% | -16.3% | -14.8% |
| 1Y | +1.1% | +13.6% | -12.5% | -10.7% |
| 3Y | -27.1% | +69.3% | -96.4% | -53.7% |
| 5Y | -40.3% | +48.1% | -88.4% | -58.1% |
| 10Y | +6.0% | +148.0% | -142.0% | -51.3% |
| All | +216.5% | +174.2% | +42.4% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling