-40.1%
NCLH vs VIVK
-100.0%
+59.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.3% | +2.8% | -3.4% |
| 7D | -4.6% | -7.9% | +3.3% | -4.6% |
| 30D | -19.9% | -42.0% | +22.0% | -19.6% |
| 3M | -22.0% | -92.5% | +70.5% | -20.6% |
| 6M | -28.3% | -98.0% | +69.7% | -26.5% |
| YTD | -33.5% | -97.9% | +64.4% | -32.2% |
| 1Y | -41.5% | -100.0% | +58.5% | -38.5% |
| 3Y | -8.9% | -100.0% | +91.1% | -5.0% |
| 5Y | -40.5% | -100.0% | +59.5% | -37.9% |
| 10Y | -57.0% | -100.0% | +43.0% | -58.0% |
| All | -40.1% | -100.0% | +59.9% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling