+273.5%
CMCSA vs VTV
+715.1%
-441.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | +0.2% |
| 7D | +0.1% | +0.3% | -0.2% | -0.2% |
| 30D | +3.8% | +0.1% | +3.7% | +3.7% |
| 3M | +12.3% | +6.2% | +6.1% | +5.8% |
| 6M | -15.4% | +13.5% | -28.9% | -25.4% |
| YTD | -2.5% | +18.9% | -21.3% | -18.0% |
| 1Y | -13.4% | +25.8% | -39.2% | -31.1% |
| 3Y | -30.4% | +68.7% | -99.1% | -58.6% |
| 5Y | -45.0% | +80.3% | -125.3% | -69.4% |
| 10Y | +10.2% | +226.3% | -216.2% | -66.6% |
| All | +273.5% | +715.1% | -441.6% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling