-58.0%
NCLH vs VRSK
+126.1%
-184.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.8% | -5.2% | +0.3% | -2.5% |
| 30D | -21.7% | -2.3% | -19.4% | -21.1% |
| 3M | -22.2% | -2.9% | -19.3% | -21.6% |
| 6M | -27.5% | -12.8% | -14.7% | -23.8% |
| YTD | -33.6% | -20.8% | -12.8% | -27.2% |
| 1Y | -45.0% | -33.2% | -11.8% | -34.0% |
| 3Y | -11.0% | -26.6% | +15.5% | -3.7% |
| 5Y | -39.7% | -11.3% | -28.4% | -44.0% |
| All | -58.0% | +126.1% | -184.0% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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