-73.5%
NCLH vs NVT
+712.1%
-785.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -1.6% |
| 7D | -4.6% | +7.0% | -11.6% | -9.7% |
| 30D | -19.9% | -2.3% | -17.6% | -19.3% |
| 3M | -22.0% | -3.1% | -18.9% | -24.1% |
| 6M | -28.3% | +47.0% | -75.3% | -51.9% |
| YTD | -33.5% | +56.2% | -89.7% | -58.2% |
| 1Y | -41.5% | +74.5% | -116.0% | -67.5% |
| 3Y | -8.9% | +184.0% | -192.9% | -71.6% |
| 5Y | -40.5% | +410.8% | -451.2% | -90.2% |
| All | -73.5% | +712.1% | -785.6% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling