-41.2%
CMCSA vs VT
+53.2%
-94.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +3.0% |
| 7D | +12.0% | -4.2% | +16.2% | +15.0% |
| 30D | +17.5% | -5.8% | +23.3% | +21.8% |
| 3M | +2.4% | -5.2% | +7.6% | +5.6% |
| 6M | -2.9% | +0.1% | -3.1% | -3.9% |
| YTD | -6.2% | +8.2% | -14.4% | -12.5% |
| 1Y | +0.4% | +10.1% | -9.7% | -7.7% |
| 3Y | -30.6% | +69.7% | -100.2% | -55.0% |
| 5Y | -41.2% | +53.4% | -94.6% | -59.8% |
| All | -41.2% | +53.2% | -94.4% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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