+6.0%
CMCSA vs VUG
+419.9%
-414.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | -5.6% | -1.9% | -3.7% | -4.5% |
| 30D | -1.9% | -1.6% | -0.3% | -1.0% |
| 3M | +6.4% | +4.4% | +2.1% | +3.5% |
| 6M | -16.9% | +13.2% | -30.1% | -23.4% |
| YTD | -6.8% | +7.5% | -14.3% | -11.6% |
| 1Y | -15.9% | +12.5% | -28.4% | -22.7% |
| 3Y | -33.4% | +86.0% | -119.4% | -56.9% |
| 5Y | -46.7% | +76.5% | -123.2% | -65.0% |
| All | +6.0% | +419.9% | -414.0% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling