-2.9%
CMCSA vs VST
-30.5%
+27.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.2% | +6.6% | -0.8% |
| 7D | +12.0% | -19.9% | +31.9% | +7.7% |
| 30D | +17.5% | -29.7% | +47.2% | +11.0% |
| 3M | +2.4% | -19.6% | +21.9% | -1.3% |
| 6M | -2.9% | -29.4% | +26.5% | -8.0% |
| All | -2.9% | -30.5% | +27.6% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling