-37.9%
NCLH vs VMC
+414.8%
-452.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | 0.0% |
| 7D | -0.3% | -0.5% | +0.3% | +0.1% |
| 30D | -20.1% | -9.1% | -11.0% | -14.8% |
| 3M | -17.0% | -4.1% | -12.9% | -14.5% |
| 6M | -23.2% | -5.5% | -17.7% | -19.8% |
| YTD | -31.0% | -8.9% | -22.1% | -27.1% |
| 1Y | -37.3% | -12.9% | -24.3% | -31.8% |
| 3Y | -5.6% | +22.1% | -27.7% | -19.2% |
| 5Y | -37.0% | +52.7% | -89.7% | -52.9% |
| 10Y | -55.3% | +152.7% | -208.0% | -74.6% |
| All | -37.9% | +414.8% | -452.8% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling