-32.6%
CMCSA vs VLTO
+54.8%
-87.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +5.0% | +5.4% | -0.4% | +3.7% |
| 30D | +16.5% | +22.3% | -5.8% | +11.2% |
| 3M | -1.6% | +19.6% | -21.2% | -5.6% |
| 6M | -5.0% | +35.2% | -40.2% | -11.0% |
| YTD | -8.3% | +17.9% | -26.1% | -11.8% |
| 1Y | +0.4% | +19.5% | -19.1% | -3.8% |
| 3Y | -31.0% | +73.9% | -104.9% | -38.3% |
| All | -32.6% | +54.8% | -87.4% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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