-39.6%
NCLH vs VMC
+46.8%
-86.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.3% | -0.8% |
| 7D | -4.6% | -5.3% | +0.7% | -0.2% |
| 30D | -19.9% | -12.3% | -7.7% | -10.8% |
| 3M | -22.0% | -10.3% | -11.7% | -14.7% |
| 6M | -28.3% | -8.6% | -19.7% | -22.5% |
| YTD | -33.5% | -11.9% | -21.6% | -27.6% |
| 1Y | -41.5% | -13.9% | -27.6% | -35.2% |
| 3Y | -8.9% | +18.2% | -27.1% | -27.1% |
| All | -39.6% | +46.8% | -86.4% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling