-58.0%
NCLH vs VIVK
-100.0%
+42.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.4% | +9.1% | +1.8% |
| 7D | -4.8% | -4.4% | -0.4% | -4.8% |
| 30D | -21.7% | -40.8% | +19.1% | -21.3% |
| 3M | -22.2% | -94.1% | +71.9% | -20.6% |
| 6M | -27.5% | -98.2% | +70.7% | -25.6% |
| YTD | -33.6% | -98.0% | +64.4% | -32.3% |
| 1Y | -45.0% | -100.0% | +55.0% | -42.0% |
| 3Y | -11.0% | -100.0% | +88.9% | -7.0% |
| 5Y | -39.7% | -100.0% | +60.3% | -37.0% |
| All | -58.0% | -100.0% | +42.0% | -57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling