+6.1%
CMCSA vs VWO
+117.1%
-111.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -4.9% | -1.8% | -3.1% | -4.0% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | +6.6% | +2.2% | +4.3% | +5.0% |
| 6M | -15.5% | +8.8% | -24.2% | -20.0% |
| YTD | -6.7% | +12.4% | -19.1% | -13.6% |
| 1Y | -15.6% | +15.6% | -31.2% | -23.3% |
| 3Y | -33.7% | +62.5% | -96.2% | -51.4% |
| 5Y | -46.6% | +34.3% | -80.9% | -56.5% |
| All | +6.1% | +117.1% | -111.0% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling