+1,358.7%
CMCSA vs VSAT
+1,325.7%
+33.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +2.0% |
| 7D | +3.2% | +5.9% | -2.7% | +2.3% |
| 30D | +19.5% | +9.7% | +9.8% | +17.2% |
| 3M | -2.4% | -18.3% | +15.9% | -1.2% |
| 6M | +3.8% | -4.1% | +7.9% | +1.5% |
| YTD | -5.4% | +96.5% | -101.9% | -16.9% |
| 1Y | +1.1% | +89.3% | -88.1% | -11.2% |
| 3Y | -27.1% | +270.1% | -297.2% | -47.1% |
| 5Y | -40.3% | +26.4% | -66.7% | -52.0% |
| 10Y | +6.0% | -16.5% | +22.5% | -14.0% |
| All | +1,358.7% | +1,325.7% | +33.0% | +698.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling