+1,002.6%
VST vs NCLH
-51.5%
+1,054.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.9% | +9.6% | +10.4% |
| 7D | -9.8% | +2.0% | -11.8% | -10.4% |
| 30D | -25.1% | +19.1% | -44.2% | -28.1% |
| 3M | -11.6% | -7.5% | -4.1% | -10.8% |
| 6M | -20.9% | +1.0% | -21.9% | -22.1% |
| YTD | -22.3% | -19.7% | -2.6% | -20.8% |
| 1Y | -32.0% | -1.8% | -30.3% | -33.6% |
| 3Y | +262.4% | +36.7% | +225.7% | +229.0% |
| 5Y | +563.4% | -38.0% | +601.4% | +548.2% |
| 10Y | +1,120.7% | -51.6% | +1,172.3% | +933.2% |
| All | +1,002.6% | -51.5% | +1,054.0% | +837.1% |
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