+6.1%
CMCSA vs VTRS
-48.4%
+54.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -4.9% | -2.2% | -2.7% | -4.4% |
| 30D | -1.1% | +3.3% | -4.4% | -1.8% |
| 3M | +6.6% | +2.0% | +4.6% | +5.9% |
| 6M | -15.5% | +19.9% | -35.4% | -19.2% |
| YTD | -6.7% | +35.7% | -42.4% | -13.5% |
| 1Y | -15.6% | +68.1% | -83.7% | -25.7% |
| 3Y | -33.7% | +87.1% | -120.8% | -44.3% |
| 5Y | -46.6% | +47.6% | -94.3% | -53.8% |
| All | +6.1% | -48.4% | +54.4% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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