-33.8%
CMCSA vs VTV
+66.4%
-100.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +3.0% |
| 7D | -5.6% | -2.1% | -3.5% | -3.8% |
| 30D | -1.9% | -1.3% | -0.5% | -0.6% |
| 3M | +6.4% | +5.6% | +0.8% | +1.3% |
| 6M | -16.9% | +12.4% | -29.3% | -25.5% |
| YTD | -6.8% | +17.6% | -24.4% | -20.1% |
| 1Y | -15.9% | +23.5% | -39.4% | -31.3% |
| All | -33.8% | +66.4% | -100.2% | -61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling