-23.1%
CMCSA vs VG
-46.6%
+23.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +1.0% |
| 7D | +0.7% | +5.5% | -4.8% | +0.6% |
| 30D | +21.0% | -3.6% | +24.6% | +20.9% |
| 3M | -0.9% | -4.0% | +3.0% | -1.0% |
| 6M | +2.9% | +9.4% | -6.5% | +2.1% |
| YTD | -5.9% | +86.6% | -92.5% | -9.0% |
| 1Y | +2.5% | +69.5% | -67.0% | -0.6% |
| All | -23.1% | -46.6% | +23.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling