+2,723.0%
VRT vs CMCSA
+0.6%
+2,722.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.6% |
| 7D | +9.1% | -2.1% | +11.2% | +9.9% |
| 30D | +0.9% | +7.0% | -6.1% | -1.8% |
| 3M | -13.4% | +15.1% | -28.5% | -18.9% |
| 6M | +11.7% | -15.4% | +27.0% | +17.2% |
| YTD | +73.2% | -1.9% | +75.1% | +70.0% |
| 1Y | +123.4% | -12.7% | +136.1% | +129.5% |
| 3Y | +606.2% | -31.0% | +637.2% | +690.3% |
| 5Y | +899.9% | -46.1% | +946.0% | +1,089.0% |
| All | +2,723.0% | +0.6% | +2,722.5% | +2,700.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling