+6.0%
CMCSA vs VSH
+179.3%
-173.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | -5.6% | +3.1% | -8.6% | -6.1% |
| 30D | -1.9% | -5.7% | +3.8% | -1.1% |
| 3M | +6.4% | -42.5% | +48.9% | +15.9% |
| 6M | -16.9% | +82.7% | -99.6% | -33.0% |
| YTD | -6.8% | +118.2% | -125.0% | -28.9% |
| 1Y | -15.9% | +109.7% | -125.6% | -35.7% |
| 3Y | -33.4% | +35.3% | -68.7% | -45.0% |
| 5Y | -46.7% | +65.6% | -112.3% | -59.6% |
| All | +6.0% | +179.3% | -173.3% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling