-28.2%
CMCSA vs VIG
+67.2%
-95.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.6% | +3.1% | -3.7% | -3.0% |
| 30D | +18.8% | +5.0% | +13.7% | +14.0% |
| 3M | -1.1% | +2.7% | -3.8% | -3.3% |
| 6M | +2.5% | +11.0% | -8.4% | -5.9% |
| YTD | -6.7% | +16.0% | -22.7% | -17.5% |
| 1Y | 0.0% | +16.3% | -16.3% | -11.9% |
| All | -28.2% | +67.2% | -95.4% | -55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling