+257.3%
CMCSA vs VUG
+1,200.5%
-943.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.7% |
| 7D | -0.6% | +4.4% | -5.0% | -4.0% |
| 30D | +18.8% | -7.3% | +26.1% | +25.3% |
| 3M | -1.1% | -4.2% | +3.1% | +1.3% |
| 6M | +2.5% | -1.6% | +4.1% | +2.1% |
| YTD | -6.7% | +4.9% | -11.6% | -12.9% |
| 1Y | 0.0% | +3.8% | -3.8% | -6.0% |
| 3Y | -28.9% | +79.4% | -108.3% | -60.2% |
| 5Y | -41.1% | +63.9% | -105.1% | -65.6% |
| 10Y | +4.5% | +404.0% | -399.6% | -81.5% |
| All | +257.3% | +1,200.5% | -943.3% | -78.1% |
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 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