-1.0%
NCLH vs VCLT
-3.2%
+2.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.7% | +4.3% |
| 7D | +15.8% | +0.4% | +15.4% | +14.7% |
| 30D | +25.1% | +3.9% | +21.1% | +13.8% |
| 3M | -7.3% | -1.9% | -5.4% | -2.0% |
| 6M | +8.1% | -2.6% | +10.8% | +17.7% |
| YTD | -16.7% | -3.1% | -13.6% | -5.9% |
| 1Y | -1.0% | -3.6% | +2.5% | +11.4% |
| All | -1.0% | -3.2% | +2.2% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling