-56.3%
NCLH vs VCIT
+31.2%
-87.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -2.4% |
| 7D | +1.7% | -1.4% | +3.1% | +5.1% |
| 30D | +17.9% | +0.8% | +17.1% | +15.8% |
| 3M | -4.5% | -1.7% | -2.8% | -0.3% |
| 6M | +12.9% | -2.1% | +14.9% | +19.6% |
| YTD | -19.1% | -2.0% | -17.1% | -13.8% |
| 1Y | -4.6% | -1.5% | -3.2% | +0.3% |
| 3Y | +37.0% | +19.0% | +18.0% | -7.0% |
| 5Y | -29.5% | +3.8% | -33.3% | -30.3% |
| All | -56.3% | +31.2% | -87.6% | -56.1% |
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