-58.0%
NCLH vs VCLT
+17.1%
-75.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.8% | -1.4% | -3.5% | -3.1% |
| 30D | -21.7% | -1.2% | -20.5% | -20.4% |
| 3M | -22.2% | -4.8% | -17.5% | -17.0% |
| 6M | -27.5% | -2.6% | -25.0% | -24.2% |
| YTD | -33.6% | -3.3% | -30.3% | -29.8% |
| 1Y | -45.0% | -4.8% | -40.2% | -40.9% |
| 3Y | -11.0% | +11.5% | -22.6% | -21.7% |
| 5Y | -39.7% | -17.0% | -22.8% | -21.4% |
| All | -58.0% | +17.1% | -75.0% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling