-45.3%
CMCSA vs VSXY
+37.5%
-82.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.1% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -1.1% | -18.7% | +17.6% | +0.4% |
| 3M | +6.6% | -4.0% | +10.5% | +6.7% |
| 6M | -15.5% | +67.5% | -82.9% | -19.8% |
| YTD | -6.7% | +39.7% | -46.3% | -10.5% |
| 1Y | -15.6% | +180.0% | -195.6% | -24.6% |
| 3Y | -33.7% | +337.3% | -371.0% | -45.8% |
| 5Y | -46.6% | +22.7% | -69.3% | -52.4% |
| All | -45.3% | +37.5% | -82.8% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling