+275.8%
CMCSA vs VUG
+1,251.8%
-976.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -2.1% | -0.1% | -2.0% | -2.0% |
| 30D | +7.0% | -0.3% | +7.3% | +7.2% |
| 3M | +15.1% | -0.7% | +15.8% | +14.9% |
| 6M | -15.4% | +14.6% | -30.0% | -25.5% |
| YTD | -1.9% | +9.0% | -10.9% | -10.3% |
| 1Y | -12.7% | +14.9% | -27.6% | -24.0% |
| 3Y | -31.0% | +86.0% | -117.0% | -62.1% |
| 5Y | -46.1% | +76.7% | -122.8% | -70.3% |
| 10Y | +10.8% | +411.3% | -400.5% | -80.2% |
| All | +275.8% | +1,251.8% | -976.0% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling