-37.9%
NCLH vs VSAT
+102.2%
-140.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -2.2% |
| 7D | -0.3% | +17.3% | -17.6% | -5.4% |
| 30D | -20.1% | -3.3% | -16.8% | -19.6% |
| 3M | -17.0% | +18.7% | -35.8% | -25.0% |
| 6M | -23.2% | +77.6% | -100.8% | -40.7% |
| YTD | -31.0% | +125.6% | -156.7% | -52.4% |
| 1Y | -37.3% | +158.3% | -195.6% | -59.7% |
| 3Y | -5.6% | +226.1% | -231.7% | -58.3% |
| 5Y | -37.0% | +54.7% | -91.6% | -65.3% |
| 10Y | -55.3% | +3.5% | -58.8% | -74.7% |
| All | -37.9% | +102.2% | -140.1% | -64.6% |
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