-15.6%
CMCSA vs VSXY
+184.3%
-199.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | 0.0% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -1.1% | -18.7% | +17.6% | -0.6% |
| 3M | +6.6% | -4.0% | +10.5% | +6.7% |
| 6M | -15.5% | +67.5% | -82.9% | -15.9% |
| YTD | -6.7% | +39.7% | -46.3% | -7.3% |
| 1Y | -15.6% | +180.0% | -195.6% | -22.6% |
| All | -15.6% | +184.3% | -199.9% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling