-40.1%
NCLH vs VICR
+3,324.0%
-3,364.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.9% | +1.4% | -2.3% |
| 7D | -4.6% | +1.3% | -5.9% | -5.0% |
| 30D | -19.9% | -11.9% | -8.0% | -18.0% |
| 3M | -22.0% | -35.1% | +13.2% | -16.0% |
| 6M | -28.3% | +8.1% | -36.4% | -34.7% |
| YTD | -33.5% | +67.8% | -101.2% | -46.7% |
| 1Y | -41.5% | +267.3% | -308.8% | -62.8% |
| 3Y | -8.9% | +191.2% | -200.1% | -43.0% |
| 5Y | -40.5% | +48.1% | -88.5% | -60.0% |
| 10Y | -57.0% | +1,546.1% | -1,603.1% | -83.1% |
| All | -40.1% | +3,324.0% | -3,364.1% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling