-39.6%
NCLH vs VFC
-79.1%
+39.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -2.6% |
| 7D | -4.6% | -2.3% | -2.3% | -3.6% |
| 30D | -19.9% | -13.4% | -6.6% | -14.8% |
| 3M | -22.0% | -23.7% | +1.7% | -13.0% |
| 6M | -28.3% | -24.5% | -3.8% | -19.9% |
| YTD | -33.5% | -27.8% | -5.6% | -24.3% |
| 1Y | -41.5% | -13.5% | -28.0% | -38.9% |
| 3Y | -8.9% | -27.1% | +18.2% | -10.7% |
| All | -39.6% | -79.1% | +39.5% | +59.8% |
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