+2,397.0%
VRT vs CMCSA
-4.4%
+2,401.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -6.5% |
| 7D | -7.7% | -5.6% | -2.1% | -5.7% |
| 30D | -12.0% | -1.9% | -10.1% | -11.6% |
| 3M | -11.7% | +6.4% | -18.1% | -14.7% |
| 6M | -8.1% | -16.9% | +8.9% | -2.9% |
| YTD | +53.2% | -6.8% | +60.0% | +53.3% |
| 1Y | +81.7% | -15.9% | +97.6% | +89.0% |
| 3Y | +535.3% | -33.4% | +568.7% | +618.9% |
| 5Y | +916.4% | -46.7% | +963.1% | +1,114.7% |
| All | +2,397.0% | -4.4% | +2,401.4% | +2,424.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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