+611.0%
VRT vs CMCSA
-29.7%
+640.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.4% |
| 7D | +9.1% | -2.1% | +11.2% | +9.2% |
| 30D | +0.9% | +7.0% | -6.1% | +0.4% |
| 3M | -13.4% | +15.1% | -28.5% | -14.5% |
| 6M | +11.7% | -15.4% | +27.0% | +15.5% |
| YTD | +73.2% | -1.9% | +75.1% | +74.0% |
| 1Y | +123.4% | -12.7% | +136.1% | +131.6% |
| All | +611.0% | -29.7% | +640.7% | +700.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling