+337.6%
CMCSA vs VT
+345.0%
-7.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +3.9% |
| 7D | +12.0% | -4.2% | +16.2% | +16.0% |
| 30D | +17.5% | -5.8% | +23.3% | +23.3% |
| 3M | +2.4% | -5.2% | +7.6% | +6.8% |
| 6M | -2.9% | +0.1% | -3.1% | -4.0% |
| YTD | -6.2% | +8.2% | -14.4% | -13.9% |
| 1Y | +0.4% | +10.1% | -9.7% | -9.5% |
| 3Y | -30.6% | +69.7% | -100.2% | -57.9% |
| 5Y | -41.2% | +53.4% | -94.6% | -61.3% |
| 10Y | +15.2% | +219.2% | -204.1% | -61.1% |
| All | +337.6% | +345.0% | -7.4% | +9.2% |
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