-40.1%
NCLH vs VCLT
+43.0%
-83.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.3% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -19.9% | +0.1% | -20.1% | -20.0% |
| 3M | -22.0% | -2.9% | -19.1% | -19.3% |
| 6M | -28.3% | -4.0% | -24.3% | -24.6% |
| YTD | -33.5% | -2.2% | -31.2% | -31.2% |
| 1Y | -41.5% | -2.6% | -38.9% | -39.3% |
| 3Y | -8.9% | +12.3% | -21.2% | -17.9% |
| 5Y | -40.5% | -16.4% | -24.1% | -28.4% |
| 10Y | -57.0% | +18.1% | -75.0% | -55.0% |
| All | -40.1% | +43.0% | -83.1% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling