-48.1%
NCLH vs VCIT
+29.7%
-77.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.8% | +2.7% |
| 7D | +2.7% | +0.7% | +2.0% | +1.0% |
| 30D | +18.4% | +1.8% | +16.6% | +13.6% |
| 3M | -4.3% | -1.6% | -2.7% | -0.5% |
| 6M | +7.9% | -2.1% | +10.0% | +14.2% |
| YTD | -17.4% | -1.6% | -15.9% | -13.1% |
| 1Y | -3.4% | -0.8% | -2.6% | 0.0% |
| 3Y | +44.4% | +19.9% | +24.5% | -3.5% |
| 5Y | -33.7% | +3.3% | -37.0% | -33.4% |
| 10Y | -48.1% | +30.6% | -78.8% | -46.9% |
| All | -48.1% | +29.7% | -77.8% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling