+321.9%
CMCSA vs VNQ
+387.0%
-65.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.1% |
| 7D | -8.3% | -0.9% | -7.4% | -7.8% |
| 30D | -2.4% | -2.2% | -0.2% | -1.2% |
| 3M | +4.5% | -1.9% | +6.4% | +5.7% |
| 6M | -18.8% | +3.2% | -22.0% | -20.1% |
| YTD | -8.9% | +9.4% | -18.3% | -13.2% |
| 1Y | -18.3% | +7.5% | -25.8% | -21.4% |
| 3Y | -35.0% | +31.1% | -66.0% | -44.2% |
| 5Y | -48.2% | +6.6% | -54.7% | -50.8% |
| 10Y | +4.6% | +63.9% | -59.4% | -22.2% |
| All | +321.9% | +387.0% | -65.0% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling