-12.7%
CMCSA vs VST
-20.6%
+7.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.2% |
| 7D | -2.1% | +8.9% | -11.0% | -1.1% |
| 30D | +7.0% | +6.2% | +0.8% | +7.8% |
| 3M | +15.1% | -2.7% | +17.8% | +14.9% |
| 6M | -15.4% | -8.4% | -7.0% | -15.6% |
| YTD | -1.9% | -7.2% | +5.3% | -2.1% |
| 1Y | -12.7% | -20.9% | +8.2% | -13.3% |
| All | -12.7% | -20.6% | +7.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling