-40.7%
NCLH vs VALE
+40.1%
-80.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.5% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | -22.1% | +9.7% | -31.8% | -24.6% |
| 3M | -18.7% | +5.3% | -24.0% | -20.5% |
| 6M | -28.4% | +0.5% | -29.0% | -28.8% |
| YTD | -34.7% | +20.6% | -55.3% | -39.3% |
| 1Y | -42.7% | +57.6% | -100.3% | -51.2% |
| 3Y | -10.6% | +50.6% | -61.2% | -24.4% |
| 5Y | -40.7% | +41.8% | -82.6% | -51.0% |
| All | -40.7% | +40.1% | -80.9% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling