-48.2%
CMCSA vs VUG
+75.3%
-123.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.4% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | -2.4% | -1.7% | -0.7% | -1.8% |
| 3M | +4.5% | +2.8% | +1.7% | +3.1% |
| 6M | -18.8% | +13.6% | -32.4% | -23.5% |
| YTD | -8.9% | +8.1% | -17.0% | -12.5% |
| 1Y | -18.3% | +13.1% | -31.4% | -23.3% |
| 3Y | -35.0% | +87.0% | -121.9% | -53.6% |
| 5Y | -48.2% | +76.0% | -124.1% | -65.0% |
| All | -48.2% | +75.3% | -123.5% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling