+1,179.1%
VST vs NCLH
-53.1%
+1,232.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.6% |
| 7D | +19.2% | +1.7% | +17.5% | +18.8% |
| 30D | -17.2% | +17.9% | -35.0% | -20.2% |
| 3M | -8.1% | -4.5% | -3.6% | -7.9% |
| 6M | -8.1% | +12.9% | -21.0% | -11.5% |
| YTD | -16.3% | -19.1% | +2.8% | -14.7% |
| 1Y | -24.1% | -4.6% | -19.5% | -25.4% |
| 3Y | +300.2% | +37.0% | +263.2% | +263.1% |
| 5Y | +645.9% | -29.5% | +675.4% | +612.8% |
| All | +1,179.1% | -53.1% | +1,232.2% | +971.0% |
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