+588.9%
VST vs NCLH
-38.6%
+627.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.9% | +9.6% | +10.3% |
| 7D | -9.8% | +2.0% | -11.8% | -10.5% |
| 30D | -25.1% | +19.1% | -44.2% | -28.6% |
| 3M | -11.6% | -7.5% | -4.1% | -10.7% |
| 6M | -20.9% | +1.0% | -21.9% | -22.4% |
| YTD | -22.3% | -19.7% | -2.6% | -20.6% |
| 1Y | -32.0% | -1.8% | -30.3% | -34.1% |
| 3Y | +262.4% | +36.7% | +225.7% | +228.7% |
| All | +588.9% | -38.6% | +627.5% | +552.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling