+357.5%
CMCSA vs VT
+374.2%
-16.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | +0.4% | -2.6% | -2.5% |
| 30D | +7.0% | +1.0% | +6.1% | +6.1% |
| 3M | +15.1% | +2.4% | +12.7% | +12.2% |
| 6M | -15.4% | +12.0% | -27.4% | -24.1% |
| YTD | -1.9% | +15.3% | -17.2% | -14.5% |
| 1Y | -12.7% | +22.6% | -35.3% | -28.1% |
| 3Y | -31.0% | +74.7% | -105.7% | -59.0% |
| 5Y | -46.1% | +66.1% | -112.2% | -66.7% |
| 10Y | +10.8% | +225.0% | -214.2% | -62.9% |
| All | +357.5% | +374.2% | -16.7% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling