-40.8%
CMCSA vs VSH
+54.3%
-95.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.7% | +0.4% |
| 7D | +0.7% | +12.8% | -12.1% | -0.4% |
| 30D | +21.0% | -9.0% | +30.0% | +21.5% |
| 3M | -0.9% | -12.2% | +11.2% | -0.5% |
| 6M | +2.9% | -15.9% | +18.8% | -0.2% |
| YTD | -5.9% | +103.2% | -109.1% | -23.6% |
| 1Y | +2.5% | +108.4% | -106.0% | -17.4% |
| 3Y | -28.3% | +41.6% | -69.8% | -39.2% |
| 5Y | -40.8% | +54.6% | -95.4% | -52.9% |
| All | -40.8% | +54.3% | -95.1% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling