-58.0%
NCLH vs VO
+200.3%
-258.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.2% |
| 7D | -4.8% | -1.5% | -3.3% | -1.9% |
| 30D | -21.7% | -3.0% | -18.6% | -16.7% |
| 3M | -22.2% | +2.8% | -25.1% | -26.0% |
| 6M | -27.5% | +10.9% | -38.5% | -39.6% |
| YTD | -33.6% | +12.5% | -46.1% | -46.0% |
| 1Y | -45.0% | +12.0% | -57.0% | -54.6% |
| 3Y | -11.0% | +56.3% | -67.3% | -58.9% |
| 5Y | -39.7% | +42.9% | -82.7% | -64.4% |
| All | -58.0% | +200.3% | -258.2% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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