+2,117.3%
CMCSA vs VFC
+1,367.6%
+749.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.2% |
| 7D | +4.6% | +3.5% | +1.1% | +3.5% |
| 30D | +19.8% | +38.3% | -18.5% | +9.2% |
| 3M | -0.3% | +40.2% | -40.4% | -9.6% |
| 6M | +0.3% | +10.6% | -10.3% | -3.9% |
| YTD | -6.9% | +16.7% | -23.7% | -13.2% |
| 1Y | +2.6% | +45.0% | -42.4% | -10.6% |
| 3Y | -29.0% | +48.8% | -77.8% | -47.1% |
| 5Y | -42.0% | -67.6% | +25.6% | -31.2% |
| 10Y | +6.4% | -47.5% | +54.0% | -1.3% |
| All | +2,117.3% | +1,367.6% | +749.7% | +521.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling