+2,121.8%
CMCSA vs VSH
+1,455.9%
+665.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | +0.1% |
| 7D | -0.6% | +26.2% | -26.8% | -5.5% |
| 30D | +18.8% | -12.5% | +31.3% | +20.2% |
| 3M | -1.1% | -16.9% | +15.8% | +0.3% |
| 6M | +2.5% | -17.0% | +19.5% | -0.2% |
| YTD | -6.7% | +93.8% | -100.6% | -26.0% |
| 1Y | 0.0% | +99.3% | -99.4% | -21.4% |
| 3Y | -28.9% | +35.0% | -63.9% | -41.6% |
| 5Y | -41.1% | +45.8% | -87.0% | -53.2% |
| 10Y | +4.5% | +127.1% | -122.7% | -28.2% |
| All | +2,121.8% | +1,455.9% | +665.9% | +516.3% |
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