-27.6%
NCLH vs VO
+364.9%
-392.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.2% | +3.1% | -2.9% | -5.0% |
| 30D | +20.8% | +2.2% | +18.6% | +16.6% |
| 3M | -8.1% | -2.5% | -5.6% | -3.4% |
| 6M | +11.8% | +7.0% | +4.9% | +0.5% |
| YTD | -19.5% | +14.0% | -33.5% | -34.6% |
| 1Y | -3.2% | +15.6% | -18.9% | -23.2% |
| 3Y | +37.1% | +66.2% | -29.1% | -38.5% |
| 5Y | -29.9% | +36.6% | -66.6% | -52.5% |
| 10Y | -53.3% | +199.0% | -252.2% | -87.7% |
| All | -27.6% | +364.9% | -392.4% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling