-37.9%
NCLH vs VALE
+87.6%
-125.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.8% |
| 7D | -0.3% | +2.9% | -3.2% | -1.2% |
| 30D | -20.1% | +8.8% | -28.8% | -22.4% |
| 3M | -17.0% | +6.8% | -23.8% | -19.2% |
| 6M | -23.2% | +6.9% | -30.1% | -25.2% |
| YTD | -31.0% | +22.8% | -53.9% | -36.1% |
| 1Y | -37.3% | +61.3% | -98.5% | -46.8% |
| 3Y | -5.6% | +53.3% | -58.9% | -19.8% |
| 5Y | -37.0% | +44.9% | -81.8% | -47.6% |
| 10Y | -55.3% | +486.8% | -542.0% | -72.0% |
| All | -37.9% | +87.6% | -125.5% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling