-58.0%
NCLH vs VIAV
+419.4%
-477.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.1% |
| 7D | -4.8% | +11.2% | -16.0% | -9.8% |
| 30D | -21.7% | -10.1% | -11.6% | -18.8% |
| 3M | -22.2% | -22.9% | +0.6% | -16.9% |
| 6M | -27.5% | +28.8% | -56.3% | -44.3% |
| YTD | -33.6% | +117.5% | -151.1% | -64.5% |
| 1Y | -45.0% | +216.1% | -261.1% | -77.4% |
| 3Y | -11.0% | +292.2% | -303.3% | -70.7% |
| 5Y | -39.7% | +141.0% | -180.7% | -72.2% |
| All | -58.0% | +419.4% | -477.4% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 10y: compounded portfolio wealth divided by compounded VIAV 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…
10y analysis · Full analysis span regression · 6 months rolling