+1,238.2%
VST vs NCLH
-58.3%
+1,296.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +9.9% | -0.3% | +10.1% | +9.9% |
| 30D | +7.9% | -20.1% | +28.0% | +12.7% |
| 3M | +3.4% | -17.0% | +20.5% | +6.6% |
| 6M | -4.1% | -23.2% | +19.1% | -0.2% |
| YTD | -5.7% | -31.0% | +25.4% | -0.4% |
| 1Y | -18.9% | -37.3% | +18.4% | -13.2% |
| 3Y | +359.1% | -5.6% | +364.6% | +346.2% |
| 5Y | +766.9% | -37.0% | +803.9% | +751.4% |
| All | +1,238.2% | -58.3% | +1,296.5% | +1,078.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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