+2,069.3%
CMCSA vs VTRS
+552.8%
+1,516.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.5% |
| 7D | -8.3% | -3.5% | -4.8% | -7.6% |
| 30D | -2.4% | +2.1% | -4.5% | -2.9% |
| 3M | +4.5% | +2.6% | +1.9% | +3.7% |
| 6M | -18.8% | +17.8% | -36.5% | -22.0% |
| YTD | -8.9% | +35.7% | -44.6% | -15.4% |
| 1Y | -18.3% | +63.5% | -81.8% | -27.3% |
| 3Y | -35.0% | +85.1% | -120.1% | -44.7% |
| 5Y | -48.2% | +42.5% | -90.6% | -54.2% |
| 10Y | +4.6% | -48.2% | +52.8% | +6.6% |
| All | +2,069.3% | +552.8% | +1,516.5% | +786.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling