-35.3%
CMCSA vs VSH
+35.1%
-70.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.7% | -7.3% | -6.6% |
| 7D | -8.3% | +3.5% | -11.8% | -8.4% |
| 30D | -2.4% | -4.4% | +2.0% | -2.3% |
| 3M | +4.5% | -45.8% | +50.3% | +8.6% |
| 6M | -18.8% | +90.1% | -108.9% | -28.3% |
| YTD | -8.9% | +120.3% | -129.3% | -21.8% |
| 1Y | -18.3% | +112.2% | -130.5% | -29.8% |
| All | -35.3% | +35.1% | -70.4% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling