-42.8%
CMCSA vs VSXY
+42.7%
-85.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.9% |
| 7D | +0.1% | -6.8% | +6.9% | +0.6% |
| 30D | +3.8% | -20.4% | +24.2% | +5.5% |
| 3M | +12.3% | +2.9% | +9.4% | +11.8% |
| 6M | -15.4% | +67.9% | -83.3% | -19.8% |
| YTD | -2.5% | +44.9% | -47.3% | -6.8% |
| 1Y | -13.4% | +205.9% | -219.3% | -23.2% |
| 3Y | -30.4% | +373.9% | -404.2% | -43.5% |
| 5Y | -45.0% | +23.5% | -68.5% | -51.2% |
| All | -42.8% | +42.7% | -85.5% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling