+3.2%
CMCSA vs VSH
+124.9%
-121.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | -0.1% |
| 7D | -0.6% | +26.2% | -26.8% | -4.5% |
| 30D | +18.8% | -12.5% | +31.3% | +20.1% |
| 3M | -1.1% | -16.9% | +15.8% | +0.2% |
| 6M | +2.5% | -17.0% | +19.5% | -1.2% |
| YTD | -6.7% | +93.8% | -100.6% | -28.5% |
| 1Y | 0.0% | +99.3% | -99.4% | -24.1% |
| 3Y | -28.9% | +35.0% | -63.9% | -43.0% |
| 5Y | -41.1% | +45.8% | -87.0% | -55.0% |
| All | +3.2% | +124.9% | -121.6% | -31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling