-11.0%
NCLH vs NVT
+190.9%
-201.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | -0.3% |
| 7D | -4.8% | +4.1% | -8.9% | -6.6% |
| 30D | -21.7% | -5.1% | -16.5% | -20.2% |
| 3M | -22.2% | -1.2% | -21.1% | -23.6% |
| 6M | -27.5% | +46.6% | -74.1% | -42.8% |
| YTD | -33.6% | +60.0% | -93.6% | -50.3% |
| 1Y | -45.0% | +70.8% | -115.8% | -60.8% |
| 3Y | -11.0% | +187.5% | -198.6% | -59.7% |
| All | -11.0% | +190.9% | -201.9% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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