-42.1%
NCLH vs NVTS
-16.8%
-25.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +1.2% |
| 7D | -4.8% | -1.4% | -3.4% | -4.7% |
| 30D | -21.7% | -16.5% | -5.2% | -20.1% |
| 3M | -22.2% | -47.6% | +25.4% | -17.1% |
| 6M | -27.5% | +7.3% | -34.8% | -31.8% |
| YTD | -33.6% | +62.9% | -96.5% | -42.0% |
| 1Y | -45.0% | +91.3% | -136.3% | -54.2% |
| 3Y | -11.0% | +43.4% | -54.4% | -28.7% |
| All | -42.1% | -16.8% | -25.3% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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