-1.0%
NCLH vs VFC
+52.5%
-53.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.4% | +2.3% | +4.4% |
| 7D | +15.8% | +21.5% | -5.7% | +4.4% |
| 30D | +25.1% | +46.7% | -21.6% | +2.1% |
| 3M | -7.3% | +38.4% | -45.7% | -22.1% |
| 6M | +8.1% | +15.2% | -7.1% | -2.0% |
| YTD | -16.7% | +17.8% | -34.5% | -26.0% |
| 1Y | -1.0% | +55.6% | -56.6% | -22.9% |
| All | -1.0% | +52.5% | -53.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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