+1,058.9%
VST vs NCLH
-49.9%
+1,108.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.1% |
| 7D | -6.0% | +6.3% | -12.3% | -7.3% |
| 30D | -18.8% | +18.9% | -37.6% | -21.8% |
| 3M | -8.0% | -0.2% | -7.8% | -8.6% |
| 6M | -10.9% | +8.4% | -19.3% | -13.5% |
| YTD | -18.3% | -17.1% | -1.3% | -17.2% |
| 1Y | -29.9% | -2.8% | -27.1% | -31.4% |
| 3Y | +290.3% | +40.4% | +249.9% | +252.7% |
| 5Y | +635.3% | -30.8% | +666.1% | +604.6% |
| 10Y | +1,162.4% | -51.3% | +1,213.6% | +969.5% |
| All | +1,058.9% | -49.9% | +1,108.8% | +879.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling