-37.9%
NCLH vs VO
+363.0%
-401.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.1% |
| 7D | -0.3% | +0.6% | -0.9% | -1.4% |
| 30D | -20.1% | -1.1% | -19.0% | -18.4% |
| 3M | -17.0% | +4.5% | -21.6% | -22.9% |
| 6M | -23.2% | +11.1% | -34.3% | -35.2% |
| YTD | -31.0% | +13.5% | -44.6% | -43.8% |
| 1Y | -37.3% | +14.5% | -51.7% | -49.3% |
| 3Y | -5.6% | +58.1% | -63.7% | -54.0% |
| 5Y | -37.0% | +43.3% | -80.3% | -60.7% |
| 10Y | -55.3% | +193.2% | -248.5% | -88.1% |
| All | -37.9% | +363.0% | -401.0% | -87.6% |
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