-11.0%
NCLH vs VIG
+55.8%
-66.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.2% |
| 7D | -4.8% | -1.1% | -3.7% | -2.6% |
| 30D | -21.7% | -2.7% | -18.9% | -16.7% |
| 3M | -22.2% | +2.5% | -24.8% | -26.2% |
| 6M | -27.5% | +9.2% | -36.8% | -39.2% |
| YTD | -33.6% | +9.8% | -43.4% | -44.5% |
| 1Y | -45.0% | +12.4% | -57.4% | -56.0% |
| 3Y | -11.0% | +55.9% | -66.9% | -60.9% |
| All | -11.0% | +55.8% | -66.9% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling