+256.5%
CMCSA vs VUG
+1,182.3%
-925.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.6% |
| 7D | +4.6% | -1.2% | +5.8% | +5.3% |
| 30D | +19.8% | -8.9% | +28.7% | +28.1% |
| 3M | -0.3% | -5.9% | +5.7% | +3.6% |
| 6M | +0.3% | -3.3% | +3.6% | +1.3% |
| YTD | -6.9% | +3.4% | -10.3% | -12.0% |
| 1Y | +2.6% | +1.9% | +0.7% | -2.1% |
| 3Y | -29.0% | +76.9% | -105.9% | -59.8% |
| 5Y | -42.0% | +63.9% | -105.9% | -66.2% |
| 10Y | +6.4% | +396.2% | -389.8% | -80.9% |
| All | +256.5% | +1,182.3% | -925.8% | -77.9% |
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