+228.2%
CMCSA vs VEU
+192.1%
+36.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.0% |
| 7D | -2.1% | +1.1% | -3.3% | -3.0% |
| 30D | +7.0% | +2.2% | +4.9% | +5.2% |
| 3M | +15.1% | +3.0% | +12.1% | +11.6% |
| 6M | -15.4% | +10.9% | -26.2% | -23.1% |
| YTD | -1.9% | +18.2% | -20.1% | -15.5% |
| 1Y | -12.7% | +28.3% | -41.0% | -29.7% |
| 3Y | -31.0% | +74.6% | -105.6% | -57.0% |
| 5Y | -46.1% | +56.4% | -102.5% | -63.6% |
| 10Y | +10.8% | +153.0% | -142.2% | -49.7% |
| All | +228.2% | +192.1% | +36.1% | +12.5% |
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 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