+6.0%
CMCSA vs VSAT
+3.1%
+2.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +2.1% |
| 7D | -5.6% | +3.4% | -9.0% | -5.9% |
| 30D | -1.9% | -12.2% | +10.4% | -0.8% |
| 3M | +6.4% | +20.6% | -14.2% | +3.4% |
| 6M | -16.9% | +60.2% | -77.1% | -22.3% |
| YTD | -6.8% | +115.3% | -122.1% | -16.4% |
| 1Y | -15.9% | +154.6% | -170.5% | -26.7% |
| 3Y | -33.4% | +211.2% | -244.6% | -47.8% |
| 5Y | -46.7% | +52.7% | -99.4% | -55.6% |
| All | +6.0% | +3.1% | +2.8% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling