+1,205.2%
VST vs NCLH
-49.9%
+1,255.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +6.8% |
| 7D | -0.5% | +2.7% | -3.2% | -1.2% |
| 30D | -17.1% | +18.4% | -35.4% | -20.1% |
| 3M | -4.6% | -4.3% | -0.3% | -4.4% |
| 6M | -9.1% | +7.9% | -17.0% | -11.6% |
| YTD | -16.6% | -17.4% | +0.8% | -15.4% |
| 1Y | -29.5% | -3.4% | -26.1% | -30.9% |
| 3Y | +297.5% | +44.4% | +253.1% | +257.5% |
| 5Y | +654.5% | -33.7% | +688.2% | +628.4% |
| 10Y | +1,205.2% | -48.1% | +1,253.4% | +1,022.5% |
| All | +1,205.2% | -49.9% | +1,255.2% | +1,022.5% |
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