+2,236.9%
CMCSA vs VFC
+845.1%
+1,391.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.3% |
| 7D | -2.1% | -1.6% | -0.5% | -1.7% |
| 30D | +7.0% | -11.6% | +18.7% | +10.8% |
| 3M | +15.1% | -18.1% | +33.2% | +20.5% |
| 6M | -15.4% | -27.4% | +12.0% | -9.0% |
| YTD | -1.9% | -24.8% | +22.9% | +3.8% |
| 1Y | -12.7% | -8.2% | -4.5% | -14.0% |
| 3Y | -31.0% | -29.1% | -1.9% | -36.7% |
| 5Y | -46.1% | -79.2% | +33.1% | -27.5% |
| 10Y | +10.8% | -68.1% | +78.9% | +19.0% |
| All | +2,236.9% | +845.1% | +1,391.8% | +643.6% |
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