-58.0%
NCLH vs VSAT
+3.3%
-61.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.8% | -1.3% | -3.5% | -4.5% |
| 30D | -21.7% | -14.8% | -6.9% | -17.8% |
| 3M | -22.2% | +2.2% | -24.4% | -26.0% |
| 6M | -27.5% | +60.2% | -87.7% | -42.5% |
| YTD | -33.6% | +115.6% | -149.2% | -54.0% |
| 1Y | -45.0% | +132.9% | -177.9% | -63.9% |
| 3Y | -11.0% | +216.1% | -227.1% | -61.7% |
| 5Y | -39.7% | +52.9% | -92.7% | -67.9% |
| All | -58.0% | +3.3% | -61.3% | -77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling