-39.2%
NCLH vs VALE
+60.7%
-99.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -6.5% | +1.6% | -8.1% | -7.1% |
| 30D | -23.3% | +5.1% | -28.4% | -24.8% |
| 3M | -18.6% | -0.4% | -18.2% | -18.5% |
| 6M | -26.2% | -2.2% | -24.0% | -26.4% |
| YTD | -30.2% | +20.5% | -50.8% | -38.4% |
| 1Y | -39.2% | +61.2% | -100.3% | -50.6% |
| All | -39.2% | +60.7% | -99.9% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling