-25.7%
NCLH vs VSAT
+82.3%
-107.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.6% |
| 7D | -0.3% | +17.3% | -17.6% | -2.3% |
| 30D | -20.1% | -3.3% | -16.8% | -19.9% |
| 3M | -17.0% | +18.7% | -35.8% | -21.6% |
| All | -25.7% | +82.3% | -107.9% | -36.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling