-37.9%
NCLH vs VRSN
+628.0%
-665.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.7% |
| 7D | -0.3% | -2.1% | +1.9% | +0.9% |
| 30D | -20.1% | -3.9% | -16.1% | -18.4% |
| 3M | -17.0% | -0.1% | -16.9% | -17.5% |
| 6M | -23.2% | +16.4% | -39.7% | -30.9% |
| YTD | -31.0% | +17.2% | -48.3% | -38.7% |
| 1Y | -37.3% | +1.0% | -38.2% | -39.2% |
| 3Y | -5.6% | +39.1% | -44.7% | -25.8% |
| 5Y | -37.0% | +29.0% | -66.0% | -48.7% |
| 10Y | -55.3% | +275.8% | -331.1% | -77.4% |
| All | -37.9% | +628.0% | -665.9% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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