-27.6%
NCLH vs VFC
-16.2%
-11.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -2.5% |
| 7D | +0.2% | +1.6% | -1.4% | -0.7% |
| 30D | +20.8% | +25.5% | -4.7% | +6.0% |
| 3M | -8.1% | +41.3% | -49.4% | -25.1% |
| 6M | +11.8% | +22.2% | -10.4% | -2.4% |
| YTD | -19.5% | +16.4% | -35.9% | -28.2% |
| 1Y | -3.2% | +38.4% | -41.7% | -22.5% |
| 3Y | +37.1% | +56.2% | -19.1% | -21.5% |
| 5Y | -29.9% | -68.2% | +38.2% | +34.6% |
| 10Y | -53.3% | -48.4% | -4.9% | -32.1% |
| All | -27.6% | -16.2% | -11.4% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling