-37.2%
NCLH vs VCIT
+49.1%
-86.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.5% | -0.3% | -6.1% | -5.8% |
| 30D | -23.3% | -0.8% | -22.5% | -22.1% |
| 3M | -18.6% | -1.0% | -17.6% | -16.7% |
| 6M | -26.2% | -1.8% | -24.4% | -22.9% |
| YTD | -30.2% | -0.7% | -29.5% | -28.5% |
| 1Y | -39.2% | +1.0% | -40.1% | -39.5% |
| 3Y | -5.1% | +18.8% | -23.9% | -29.5% |
| 5Y | -36.8% | +3.5% | -40.2% | -38.8% |
| 10Y | -56.3% | +29.2% | -85.5% | -62.1% |
| All | -37.2% | +49.1% | -86.3% | -40.3% |
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