-18.8%
CMCSA vs VTRS
+20.8%
-39.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.5% |
| 7D | -8.3% | -3.5% | -4.8% | -7.8% |
| 30D | -2.4% | +2.1% | -4.5% | -2.8% |
| 3M | +4.5% | +2.6% | +1.9% | +3.4% |
| 6M | -18.8% | +17.8% | -36.5% | -23.1% |
| All | -18.8% | +20.8% | -39.6% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling