+194.6%
CMCSA vs VYM
+487.3%
-292.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -6.1% |
| 7D | -8.3% | -1.0% | -7.3% | -7.3% |
| 30D | -2.4% | -2.0% | -0.4% | -0.2% |
| 3M | +4.5% | +3.1% | +1.4% | +1.3% |
| 6M | -18.8% | +8.9% | -27.7% | -25.7% |
| YTD | -8.9% | +14.7% | -23.7% | -21.3% |
| 1Y | -18.3% | +19.4% | -37.7% | -32.4% |
| 3Y | -35.0% | +65.4% | -100.4% | -62.0% |
| 5Y | -48.2% | +77.6% | -125.7% | -71.9% |
| 10Y | +4.6% | +207.8% | -203.2% | -69.4% |
| All | +194.6% | +487.3% | -292.6% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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