+6.1%
CMCSA vs VIVK
-100.0%
+106.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.2% |
| 7D | -4.9% | -4.4% | -0.5% | -4.9% |
| 30D | -1.1% | -40.8% | +39.8% | -0.9% |
| 3M | +6.6% | -94.1% | +100.7% | +7.6% |
| 6M | -15.5% | -98.2% | +82.7% | -14.4% |
| YTD | -6.7% | -98.0% | +91.3% | -5.8% |
| 1Y | -15.6% | -100.0% | +84.4% | -13.5% |
| 3Y | -33.7% | -100.0% | +66.3% | -32.3% |
| 5Y | -46.6% | -100.0% | +53.4% | -45.5% |
| All | +6.1% | -100.0% | +106.1% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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