-27.7%
NCLH vs VCIT
+47.7%
-75.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.1% |
| 7D | +2.0% | +0.1% | +1.9% | +1.8% |
| 30D | +19.1% | +1.9% | +17.2% | +14.9% |
| 3M | -7.5% | -1.4% | -6.0% | -4.7% |
| 6M | +1.0% | -2.1% | +3.1% | +5.8% |
| YTD | -19.7% | -1.6% | -18.1% | -16.1% |
| 1Y | -1.8% | -0.9% | -0.8% | +1.3% |
| 3Y | +36.7% | +20.0% | +16.7% | +0.1% |
| 5Y | -38.0% | +3.1% | -41.2% | -39.7% |
| 10Y | -51.6% | +28.7% | -80.3% | -57.1% |
| All | -27.7% | +47.7% | -75.4% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling