-31.0%
CMCSA vs VST
+264.2%
-295.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.6% | -12.8% | -1.9% |
| 7D | +5.0% | -9.8% | +14.8% | +4.8% |
| 30D | +16.5% | -25.1% | +41.6% | +15.7% |
| 3M | -1.6% | -11.6% | +10.0% | -1.9% |
| 6M | -5.0% | -20.9% | +15.9% | -5.5% |
| YTD | -8.3% | -22.3% | +14.0% | -8.7% |
| 1Y | +0.4% | -32.0% | +32.4% | 0.0% |
| 3Y | -31.0% | +262.4% | -293.4% | -36.2% |
| All | -31.0% | +264.2% | -295.2% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling