0.0%
CMCSA vs VUG
+3.0%
-3.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.9% |
| 7D | -0.6% | +4.4% | -5.0% | +0.1% |
| 30D | +18.8% | -7.3% | +26.1% | +17.6% |
| 3M | -1.1% | -4.2% | +3.1% | -1.8% |
| 6M | +2.5% | -1.6% | +4.1% | +2.2% |
| YTD | -6.7% | +4.9% | -11.6% | -7.0% |
| 1Y | 0.0% | +3.8% | -3.8% | +0.1% |
| All | 0.0% | +3.0% | -3.1% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling