+400.5%
CMCSA vs VIVK
-100.0%
+500.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.3% | -0.3% | -6.6% |
| 7D | -8.3% | -7.9% | -0.4% | -8.3% |
| 30D | -2.4% | -42.0% | +39.5% | -2.4% |
| 3M | +4.5% | -92.5% | +97.0% | +4.6% |
| 6M | -18.8% | -98.0% | +79.2% | -18.7% |
| YTD | -8.9% | -97.9% | +89.0% | -8.9% |
| 1Y | -18.3% | -100.0% | +81.7% | -18.1% |
| 3Y | -35.0% | -100.0% | +65.0% | -34.8% |
| 5Y | -48.2% | -100.0% | +51.8% | -48.1% |
| 10Y | +4.6% | -100.0% | +104.5% | +4.7% |
| All | +400.5% | -100.0% | +500.5% | +425.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling