-48.2%
CMCSA vs VSH
+67.3%
-115.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.7% | -7.3% | -6.7% |
| 7D | -8.3% | +3.5% | -11.8% | -8.6% |
| 30D | -2.4% | -4.4% | +2.0% | -2.1% |
| 3M | +4.5% | -45.8% | +50.3% | +11.6% |
| 6M | -18.8% | +90.1% | -108.9% | -31.9% |
| YTD | -8.9% | +120.3% | -129.3% | -26.6% |
| 1Y | -18.3% | +112.2% | -130.5% | -34.1% |
| 3Y | -35.0% | +36.6% | -71.5% | -43.0% |
| 5Y | -48.2% | +67.0% | -115.2% | -58.8% |
| All | -48.2% | +67.3% | -115.4% | -58.8% |
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