-40.7%
NCLH vs VO
+40.2%
-80.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -0.1% |
| 7D | -6.5% | -2.5% | -4.1% | -1.7% |
| 30D | -22.1% | -3.2% | -18.8% | -16.7% |
| 3M | -18.7% | +3.9% | -22.6% | -24.3% |
| 6M | -28.4% | +9.6% | -38.1% | -39.3% |
| YTD | -34.7% | +11.6% | -46.3% | -46.4% |
| 1Y | -42.7% | +12.6% | -55.3% | -53.5% |
| 3Y | -10.6% | +55.4% | -66.0% | -58.9% |
| 5Y | -40.7% | +41.8% | -82.6% | -65.5% |
| All | -40.7% | +40.2% | -80.9% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling