+8.9%
NCLH vs VLTO
+54.8%
-46.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | +2.0% | +5.4% | -3.4% | -1.6% |
| 30D | +19.1% | +22.3% | -3.2% | +3.2% |
| 3M | -7.5% | +19.6% | -27.1% | -18.6% |
| 6M | +1.0% | +35.2% | -34.2% | -18.8% |
| YTD | -19.7% | +17.9% | -37.6% | -28.5% |
| 1Y | -1.8% | +19.5% | -21.3% | -13.5% |
| 3Y | +36.7% | +73.9% | -37.2% | -3.0% |
| All | +8.9% | +54.8% | -46.0% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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