-42.7%
NCLH vs VFC
-14.7%
-28.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.1% |
| 7D | -6.5% | -3.3% | -3.3% | -4.9% |
| 30D | -22.1% | -14.0% | -8.1% | -15.8% |
| 3M | -18.7% | -22.6% | +3.9% | -9.1% |
| 6M | -28.4% | -24.7% | -3.7% | -19.1% |
| YTD | -34.7% | -29.0% | -5.8% | -24.4% |
| 1Y | -42.7% | -13.8% | -28.9% | -40.3% |
| All | -42.7% | -14.7% | -28.0% | -40.3% |
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