-28.4%
NCLH vs VIAV
+27.0%
-55.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.7% | -1.4% |
| 7D | -6.5% | +11.2% | -17.8% | -7.6% |
| 30D | -22.1% | -2.6% | -19.5% | -22.0% |
| 3M | -18.7% | -20.1% | +1.4% | -16.6% |
| 6M | -28.4% | +25.8% | -54.2% | -38.1% |
| All | -28.4% | +27.0% | -55.4% | -38.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling