-18.3%
CMCSA vs VFC
-15.2%
-3.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.4% | -6.3% |
| 7D | -8.3% | -2.3% | -5.9% | -8.0% |
| 30D | -2.4% | -13.4% | +10.9% | -0.8% |
| 3M | +4.5% | -23.7% | +28.2% | +7.1% |
| 6M | -18.8% | -24.5% | +5.7% | -17.3% |
| YTD | -8.9% | -27.8% | +18.9% | -7.3% |
| 1Y | -18.3% | -13.5% | -4.8% | -20.7% |
| All | -18.3% | -15.2% | -3.1% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling