-40.7%
NCLH vs VIG
+61.5%
-102.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -0.9% |
| 7D | -6.5% | -2.2% | -4.3% | -2.1% |
| 30D | -22.1% | -3.2% | -18.9% | -16.4% |
| 3M | -18.7% | +3.0% | -21.7% | -23.4% |
| 6M | -28.4% | +8.1% | -36.5% | -38.3% |
| YTD | -34.7% | +9.1% | -43.8% | -44.4% |
| 1Y | -42.7% | +12.6% | -55.3% | -54.1% |
| 3Y | -10.6% | +55.4% | -66.0% | -61.3% |
| 5Y | -40.7% | +62.8% | -103.5% | -75.3% |
| All | -40.7% | +61.5% | -102.2% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling