-11.0%
NCLH vs VIVK
-100.0%
+88.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -21.2% |
| 3M | -22.2% | -94.1% | +71.9% | -20.0% |
| 6M | -27.5% | -98.2% | +70.7% | -24.8% |
| YTD | -33.6% | -98.0% | +64.4% | -31.8% |
| 1Y | -45.0% | -100.0% | +55.0% | -39.7% |
| 3Y | -11.0% | -100.0% | +88.9% | -9.6% |
| All | -11.0% | -100.0% | +88.9% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling