-12.5%
NCLH vs VCLT
+11.3%
-23.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -0.4% |
| 7D | -6.5% | -1.3% | -5.3% | -5.0% |
| 30D | -22.1% | -1.1% | -21.0% | -20.9% |
| 3M | -18.7% | -3.7% | -15.0% | -14.5% |
| 6M | -28.4% | -4.0% | -24.4% | -24.1% |
| YTD | -34.7% | -3.4% | -31.3% | -31.1% |
| 1Y | -42.7% | -4.1% | -38.6% | -39.1% |
| All | -12.5% | +11.3% | -23.9% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling