-40.2%
CMCSA vs VST
+633.9%
-674.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.5% |
| 7D | +3.2% | +6.6% | -3.4% | +3.2% |
| 30D | +19.5% | -12.4% | +31.9% | +19.7% |
| 3M | -2.4% | -9.0% | +6.6% | -2.4% |
| 6M | +3.8% | -6.4% | +10.3% | +3.6% |
| YTD | -5.4% | -17.2% | +11.8% | -5.5% |
| 1Y | +1.1% | -22.0% | +23.1% | +1.2% |
| 3Y | -27.1% | +296.7% | -323.8% | -43.5% |
| All | -40.2% | +633.9% | -674.0% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling