-43.1%
NCLH vs NVTS
-20.2%
-22.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.4% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -22.1% | -18.0% | -4.1% | -20.3% |
| 3M | -18.7% | -45.6% | +26.9% | -13.7% |
| 6M | -28.4% | +28.5% | -56.9% | -34.4% |
| YTD | -34.7% | +56.2% | -90.9% | -42.7% |
| 1Y | -42.7% | +97.7% | -140.4% | -52.6% |
| 3Y | -10.6% | +35.0% | -45.6% | -27.5% |
| All | -43.1% | -20.2% | -22.8% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling