+1,855.0%
VRT vs CMCSA
-4.6%
+1,859.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -3.4% |
| 7D | -17.7% | +4.6% | -22.3% | -19.1% |
| 30D | -20.0% | +19.8% | -39.8% | -25.4% |
| 3M | -28.1% | -0.3% | -27.8% | -28.7% |
| 6M | -42.8% | +0.3% | -43.1% | -44.0% |
| YTD | +20.0% | -6.9% | +26.9% | +19.2% |
| 1Y | +3.5% | +2.6% | +0.9% | -2.0% |
| 3Y | +366.1% | -29.0% | +395.1% | +404.9% |
| 5Y | +632.2% | -42.0% | +674.2% | +745.5% |
| All | +1,855.0% | -4.6% | +1,859.5% | +1,863.5% |
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