-33.7%
CMCSA vs VNQ
+30.7%
-64.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -4.9% | -1.3% | -3.6% | -4.2% |
| 30D | -1.1% | -2.6% | +1.5% | +0.3% |
| 3M | +6.6% | -2.0% | +8.6% | +7.8% |
| 6M | -15.5% | +4.3% | -19.8% | -17.0% |
| YTD | -6.7% | +9.2% | -15.9% | -10.3% |
| 1Y | -15.6% | +5.6% | -21.2% | -17.7% |
| 3Y | -33.7% | +30.8% | -64.5% | -40.6% |
| All | -33.7% | +30.7% | -64.4% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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