-1.0%
NCLH vs VIVK
-100.0%
+99.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -27.5% | +34.2% | +6.9% |
| 7D | +15.8% | -68.7% | +84.5% | +16.7% |
| 30D | +25.1% | -90.0% | +115.1% | +26.8% |
| 3M | -7.3% | -98.1% | +90.7% | -5.4% |
| 6M | +8.1% | -99.9% | +108.1% | +13.7% |
| YTD | -16.7% | -99.9% | +83.3% | -13.1% |
| 1Y | -1.0% | -100.0% | +99.0% | +22.5% |
| All | -1.0% | -100.0% | +99.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling