+2,141.5%
CMCSA vs VSH
+1,531.5%
+610.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.7% | -0.7% |
| 7D | +0.7% | +12.8% | -12.1% | -2.4% |
| 30D | +21.0% | -9.0% | +30.0% | +21.5% |
| 3M | -0.9% | -12.2% | +11.2% | -0.6% |
| 6M | +2.9% | -15.9% | +18.8% | 0.0% |
| YTD | -5.9% | +103.2% | -109.1% | -26.1% |
| 1Y | +2.5% | +108.4% | -106.0% | -20.1% |
| 3Y | -28.3% | +41.6% | -69.8% | -41.7% |
| 5Y | -40.8% | +54.6% | -95.4% | -53.5% |
| 10Y | +5.4% | +138.2% | -132.8% | -28.3% |
| All | +2,141.5% | +1,531.5% | +610.0% | +515.9% |
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 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