-7.8%
NCLH vs VIK
+225.1%
-232.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.7% |
| 7D | -4.8% | -0.9% | -3.9% | -4.1% |
| 30D | -21.7% | -18.4% | -3.3% | -7.2% |
| 3M | -22.2% | -8.8% | -13.5% | -16.6% |
| 6M | -27.5% | +17.1% | -44.7% | -38.1% |
| YTD | -33.6% | +19.0% | -52.6% | -43.8% |
| 1Y | -45.0% | +30.1% | -75.1% | -56.9% |
| All | -7.8% | +225.1% | -232.9% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling