+6.4%
CMCSA vs VST
+1,174.0%
-1,167.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.2% |
| 7D | +4.6% | -6.0% | +10.6% | +4.9% |
| 30D | +19.8% | -18.8% | +38.6% | +21.6% |
| 3M | -0.3% | -8.0% | +7.8% | -0.2% |
| 6M | +0.3% | -10.9% | +11.2% | +0.2% |
| YTD | -6.9% | -18.3% | +11.4% | -6.9% |
| 1Y | +2.6% | -29.9% | +32.5% | +4.3% |
| 3Y | -29.0% | +290.3% | -319.3% | -52.5% |
| 5Y | -42.0% | +635.3% | -677.3% | -67.4% |
| 10Y | +6.4% | +1,162.4% | -1,155.9% | -42.8% |
| All | +6.4% | +1,174.0% | -1,167.6% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling