-39.4%
NCLH vs VG
-39.3%
0.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -6.5% | +1.7% | -8.2% | -6.5% |
| 30D | -23.3% | +16.0% | -39.3% | -23.3% |
| 3M | -18.6% | +9.7% | -28.3% | -18.7% |
| 6M | -26.2% | +29.6% | -55.8% | -29.0% |
| YTD | -30.2% | +112.0% | -142.3% | -38.9% |
| 1Y | -39.2% | +12.8% | -52.0% | -41.1% |
| All | -39.4% | -39.3% | 0.0% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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