+257.3%
CMCSA vs VO
+825.5%
-568.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.1% |
| 7D | -0.6% | +2.9% | -3.5% | -3.1% |
| 30D | +18.8% | +1.0% | +17.8% | +17.6% |
| 3M | -1.1% | -1.7% | +0.6% | +0.1% |
| 6M | +2.5% | +6.7% | -4.2% | -3.4% |
| YTD | -6.7% | +14.0% | -20.7% | -17.3% |
| 1Y | 0.0% | +13.7% | -13.7% | -11.2% |
| 3Y | -28.9% | +65.8% | -94.7% | -54.9% |
| 5Y | -41.1% | +36.6% | -77.7% | -56.5% |
| 10Y | +4.5% | +198.9% | -194.5% | -62.5% |
| All | +257.3% | +825.5% | -568.2% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling