-35.3%
CMCSA vs VO
+56.0%
-91.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.1% |
| 7D | -8.3% | -0.6% | -7.7% | -7.9% |
| 30D | -2.4% | -1.9% | -0.5% | -1.2% |
| 3M | +4.5% | +3.3% | +1.3% | +2.4% |
| 6M | -18.8% | +9.7% | -28.5% | -23.6% |
| YTD | -8.9% | +12.6% | -21.5% | -16.1% |
| 1Y | -18.3% | +13.6% | -31.9% | -25.3% |
| All | -35.3% | +56.0% | -91.3% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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