-45.0%
CMCSA vs VO
+43.2%
-88.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | +0.1% | +0.6% | -0.5% | -0.3% |
| 30D | +3.8% | -1.1% | +4.9% | +4.6% |
| 3M | +12.3% | +4.5% | +7.8% | +8.9% |
| 6M | -15.4% | +11.1% | -26.5% | -21.5% |
| YTD | -2.5% | +13.5% | -16.0% | -11.1% |
| 1Y | -13.4% | +14.5% | -27.9% | -21.5% |
| 3Y | -30.4% | +58.1% | -88.5% | -50.3% |
| 5Y | -45.0% | +43.3% | -88.3% | -60.0% |
| All | -45.0% | +43.2% | -88.2% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling