-1.0%
NCLH vs VMC
+3.7%
-4.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.6% | +2.2% | +3.2% |
| 7D | +15.8% | +12.3% | +3.5% | +6.3% |
| 30D | +25.1% | +21.2% | +3.9% | +8.9% |
| 3M | -7.3% | +4.6% | -11.9% | -10.6% |
| 6M | +8.1% | +3.9% | +4.3% | +3.6% |
| YTD | -16.7% | +5.0% | -21.6% | -26.5% |
| 1Y | -1.0% | +2.6% | -3.6% | -11.1% |
| All | -1.0% | +3.7% | -4.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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