+6.0%
CMCSA vs VIG
+247.5%
-241.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.8% |
| 7D | -5.6% | -2.2% | -3.3% | -3.5% |
| 30D | -1.9% | -3.2% | +1.3% | +1.3% |
| 3M | +6.4% | +3.0% | +3.4% | +3.5% |
| 6M | -16.9% | +8.1% | -25.1% | -22.9% |
| YTD | -6.8% | +9.1% | -15.8% | -14.3% |
| 1Y | -15.9% | +12.6% | -28.5% | -25.0% |
| 3Y | -33.4% | +55.4% | -88.8% | -56.7% |
| 5Y | -46.7% | +62.8% | -109.5% | -66.9% |
| All | +6.0% | +247.5% | -241.6% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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