+373.4%
VST vs NCLH
-4.6%
+378.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.6% |
| 7D | +8.9% | -6.5% | +15.4% | +11.1% |
| 30D | +6.2% | -23.3% | +29.5% | +14.7% |
| 3M | -2.7% | -18.6% | +15.9% | +2.2% |
| 6M | -8.4% | -26.2% | +17.9% | -1.7% |
| YTD | -7.2% | -30.2% | +23.0% | +0.2% |
| 1Y | -20.9% | -39.2% | +18.3% | -11.4% |
| All | +373.4% | -4.6% | +378.0% | +361.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling