-58.0%
NCLH vs VICR
+1,679.8%
-1,737.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.4% | -1.2% |
| 7D | -4.8% | +5.0% | -9.8% | -6.2% |
| 30D | -21.7% | -12.5% | -9.2% | -19.6% |
| 3M | -22.2% | -33.6% | +11.4% | -16.6% |
| 6M | -27.5% | +10.7% | -38.2% | -34.9% |
| YTD | -33.6% | +80.6% | -114.2% | -48.8% |
| 1Y | -45.0% | +288.4% | -333.4% | -66.7% |
| 3Y | -11.0% | +213.8% | -224.8% | -47.5% |
| 5Y | -39.7% | +58.8% | -98.6% | -61.5% |
| All | -58.0% | +1,679.8% | -1,737.7% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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