+6.2%
CMCSA vs VST
+866.2%
-860.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.2% | +6.6% | +0.9% |
| 7D | +12.0% | -19.9% | +31.9% | +14.0% |
| 30D | +17.5% | -29.7% | +47.2% | +20.8% |
| 3M | +2.4% | -19.6% | +21.9% | +3.7% |
| 6M | -2.9% | -29.4% | +26.5% | -0.9% |
| YTD | -6.2% | -29.7% | +23.6% | -4.9% |
| 1Y | +0.4% | -40.0% | +40.4% | +3.5% |
| 3Y | -30.6% | +231.0% | -261.6% | -52.6% |
| 5Y | -41.2% | +500.1% | -541.3% | -65.9% |
| 10Y | +15.2% | +1,004.2% | -989.0% | -38.5% |
| All | +6.2% | +866.2% | -860.0% | -43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling