-15.6%
CMCSA vs VTV
+24.1%
-39.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.4% |
| 7D | -4.9% | -1.1% | -3.8% | -4.1% |
| 30D | -1.1% | -1.0% | 0.0% | -0.3% |
| 3M | +6.6% | +4.6% | +1.9% | +3.5% |
| 6M | -15.5% | +13.5% | -29.0% | -22.6% |
| YTD | -6.7% | +18.5% | -25.2% | -18.1% |
| 1Y | -15.6% | +22.9% | -38.5% | -29.8% |
| All | -15.6% | +24.1% | -39.7% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling