-19.8%
CMCSA vs VG
-39.3%
+19.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -2.1% | +1.7% | -3.8% | -2.1% |
| 30D | +7.0% | +16.0% | -9.0% | +6.6% |
| 3M | +15.1% | +9.7% | +5.4% | +14.5% |
| 6M | -15.4% | +29.6% | -44.9% | -16.5% |
| YTD | -1.9% | +112.0% | -113.9% | -5.3% |
| 1Y | -12.7% | +12.8% | -25.5% | -13.4% |
| All | -19.8% | -39.3% | +19.5% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling