+6.1%
CMCSA vs VTR
+99.2%
-93.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -1.1% | +1.1% | -2.2% | -1.3% |
| 3M | +6.6% | +7.9% | -1.3% | +4.3% |
| 6M | -15.5% | +6.2% | -21.6% | -17.0% |
| YTD | -6.7% | +17.7% | -24.4% | -10.7% |
| 1Y | -15.6% | +32.9% | -48.5% | -21.9% |
| 3Y | -33.7% | +129.7% | -163.4% | -47.2% |
| 5Y | -46.6% | +89.3% | -135.9% | -55.9% |
| All | +6.1% | +99.2% | -93.1% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 10y: compounded portfolio wealth divided by compounded VTR 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…
10y analysis · Full analysis span regression · 6 months rolling