+2,236.9%
CMCSA vs VSH
+1,674.8%
+562.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.5% |
| 7D | -2.1% | +4.1% | -6.2% | -2.9% |
| 30D | +7.0% | -4.2% | +11.2% | +7.5% |
| 3M | +15.1% | -50.0% | +65.1% | +29.3% |
| 6M | -15.4% | +80.2% | -95.5% | -29.7% |
| YTD | -1.9% | +121.1% | -123.0% | -22.7% |
| 1Y | -12.7% | +112.0% | -124.7% | -31.1% |
| 3Y | -31.0% | +22.5% | -53.5% | -40.8% |
| 5Y | -46.1% | +64.0% | -110.1% | -57.3% |
| 10Y | +10.8% | +170.4% | -159.5% | -25.1% |
| All | +2,236.9% | +1,674.8% | +562.1% | +544.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling