-22.6%
CMCSA vs VG
-44.6%
+21.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +3.2% | +14.0% | -10.8% | +3.0% |
| 30D | +19.5% | -1.0% | +20.5% | +19.5% |
| 3M | -2.4% | -2.7% | +0.3% | -2.5% |
| 6M | +3.8% | +1.5% | +2.4% | +3.3% |
| YTD | -5.4% | +93.7% | -99.1% | -8.5% |
| 1Y | +1.1% | +68.5% | -67.4% | -1.7% |
| All | -22.6% | -44.6% | +21.9% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling