-37.9%
NCLH vs VFC
-46.9%
+8.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.1% |
| 7D | -0.3% | +0.8% | -1.1% | -0.8% |
| 30D | -20.1% | -11.9% | -8.1% | -13.9% |
| 3M | -17.0% | -20.2% | +3.1% | -6.6% |
| 6M | -23.2% | -23.0% | -0.3% | -12.2% |
| YTD | -31.0% | -26.2% | -4.8% | -19.5% |
| 1Y | -37.3% | -13.3% | -23.9% | -34.7% |
| 3Y | -5.6% | -25.5% | +19.9% | -17.6% |
| 5Y | -37.0% | -78.1% | +41.1% | +46.7% |
| 10Y | -55.3% | -68.8% | +13.5% | -13.0% |
| All | -37.9% | -46.9% | +8.9% | -0.9% |
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 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