-11.0%
NCLH vs VALE
+45.4%
-56.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -4.8% | -0.3% | -4.6% | -4.7% |
| 30D | -21.7% | +8.6% | -30.3% | -24.3% |
| 3M | -22.2% | +2.0% | -24.2% | -23.3% |
| 6M | -27.5% | +2.1% | -29.6% | -28.4% |
| YTD | -33.6% | +20.2% | -53.8% | -39.4% |
| 1Y | -45.0% | +55.2% | -100.1% | -54.9% |
| 3Y | -11.0% | +45.9% | -56.9% | -28.1% |
| All | -11.0% | +45.4% | -56.4% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling