-46.7%
CMCSA vs VSXY
+15.5%
-62.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +2.6% |
| 7D | -5.6% | -0.3% | -5.2% | -5.5% |
| 30D | -1.9% | -22.1% | +20.2% | +0.1% |
| 3M | +6.4% | -1.1% | +7.6% | +6.3% |
| 6M | -16.9% | +53.8% | -70.8% | -21.0% |
| YTD | -6.8% | +35.5% | -42.3% | -10.7% |
| 1Y | -15.9% | +186.0% | -201.9% | -25.8% |
| 3Y | -33.4% | +343.2% | -376.6% | -47.1% |
| 5Y | -46.7% | +19.0% | -65.7% | -51.1% |
| All | -46.7% | +15.5% | -62.2% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling