-29.6%
NCLH vs VFC
-68.3%
+38.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -2.0% |
| 7D | +0.2% | +1.6% | -1.4% | -0.5% |
| 30D | +20.8% | +25.5% | -4.7% | +9.7% |
| 3M | -8.1% | +41.3% | -49.4% | -20.9% |
| 6M | +11.8% | +22.2% | -10.4% | +1.4% |
| YTD | -19.5% | +16.4% | -35.9% | -25.7% |
| 1Y | -3.2% | +38.4% | -41.7% | -17.1% |
| 3Y | +37.1% | +56.2% | -19.1% | -3.3% |
| All | -29.6% | -68.3% | +38.7% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling