-37.9%
NCLH vs VIG
+401.6%
-439.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | +0.2% |
| 7D | -0.3% | -0.4% | +0.1% | +0.4% |
| 30D | -20.1% | -2.1% | -18.0% | -17.0% |
| 3M | -17.0% | +3.3% | -20.4% | -21.4% |
| 6M | -23.2% | +9.3% | -32.5% | -33.4% |
| YTD | -31.0% | +10.1% | -41.2% | -40.6% |
| 1Y | -37.3% | +14.7% | -52.0% | -49.5% |
| 3Y | -5.6% | +56.9% | -62.5% | -53.4% |
| 5Y | -37.0% | +62.9% | -99.9% | -69.0% |
| 10Y | -55.3% | +241.3% | -296.6% | -90.7% |
| All | -37.9% | +401.6% | -439.5% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling