+303.9%
CMCSA vs VIG
+655.7%
-351.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.6% | +3.1% | -3.7% | -3.9% |
| 30D | +18.8% | +5.0% | +13.7% | +12.4% |
| 3M | -1.1% | +2.7% | -3.8% | -4.1% |
| 6M | +2.5% | +11.0% | -8.4% | -8.7% |
| YTD | -6.7% | +16.0% | -22.7% | -21.1% |
| 1Y | 0.0% | +16.3% | -16.3% | -15.8% |
| 3Y | -28.9% | +66.8% | -95.7% | -60.3% |
| 5Y | -41.1% | +64.8% | -105.9% | -66.9% |
| 10Y | +4.5% | +263.6% | -259.1% | -77.1% |
| All | +303.9% | +655.7% | -351.8% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling