-40.1%
NCLH vs VIAV
+411.7%
-451.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -4.0% |
| 7D | -4.6% | +13.6% | -18.2% | -9.8% |
| 30D | -19.9% | +5.3% | -25.3% | -22.8% |
| 3M | -22.0% | -15.6% | -6.4% | -20.4% |
| 6M | -28.3% | +34.0% | -62.3% | -43.2% |
| YTD | -33.5% | +119.9% | -153.3% | -60.2% |
| 1Y | -41.5% | +235.2% | -276.6% | -72.3% |
| 3Y | -8.9% | +299.8% | -308.7% | -62.7% |
| 5Y | -40.5% | +140.1% | -180.5% | -68.3% |
| 10Y | -57.0% | +420.3% | -477.3% | -81.4% |
| All | -40.1% | +411.7% | -451.8% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling