-37.8%
NCLH vs VCIT
+4.1%
-41.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.5% | -0.3% | -6.1% | -5.9% |
| 30D | -23.3% | -0.8% | -22.5% | -22.2% |
| 3M | -18.6% | -1.0% | -17.6% | -16.9% |
| 6M | -26.2% | -1.8% | -24.4% | -23.3% |
| YTD | -30.2% | -0.7% | -29.5% | -28.7% |
| 1Y | -39.2% | +1.0% | -40.1% | -39.3% |
| 3Y | -5.1% | +18.8% | -23.9% | -25.2% |
| All | -37.8% | +4.1% | -41.9% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling