-58.0%
NCLH vs VMC
+156.6%
-214.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.1% |
| 7D | -4.8% | -3.8% | -1.1% | -2.0% |
| 30D | -21.7% | -9.7% | -12.0% | -15.3% |
| 3M | -22.2% | -9.6% | -12.6% | -16.1% |
| 6M | -27.5% | -4.8% | -22.7% | -24.3% |
| YTD | -33.6% | -10.9% | -22.7% | -28.3% |
| 1Y | -45.0% | -15.6% | -29.4% | -38.2% |
| 3Y | -11.0% | +19.3% | -30.4% | -25.2% |
| 5Y | -39.7% | +48.0% | -87.7% | -56.9% |
| All | -58.0% | +156.6% | -214.5% | -77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling