-13.4%
CMCSA vs VST
-19.6%
+6.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.4% |
| 7D | +0.1% | +9.9% | -9.8% | +1.2% |
| 30D | +3.8% | +7.9% | -4.1% | +4.8% |
| 3M | +12.3% | +3.4% | +8.9% | +12.7% |
| 6M | -15.4% | -4.1% | -11.3% | -15.4% |
| YTD | -2.5% | -5.7% | +3.2% | -2.5% |
| 1Y | -13.4% | -18.9% | +5.5% | -13.7% |
| All | -13.4% | -19.6% | +6.2% | -13.7% |
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