-41.4%
NCLH vs VICR
+57.6%
-99.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.4% | -1.0% |
| 7D | -4.8% | +5.0% | -9.8% | -6.1% |
| 30D | -21.7% | -12.5% | -9.2% | -19.7% |
| 3M | -22.2% | -33.6% | +11.4% | -16.9% |
| 6M | -27.5% | +10.7% | -38.2% | -34.6% |
| YTD | -33.6% | +80.6% | -114.2% | -48.1% |
| 1Y | -45.0% | +288.4% | -333.4% | -65.9% |
| 3Y | -11.0% | +213.8% | -224.8% | -46.4% |
| All | -41.4% | +57.6% | -99.1% | -65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling