-48.1%
NCLH vs VT
+223.7%
-271.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | -2.4% |
| 7D | +2.7% | +0.4% | +2.4% | +1.9% |
| 30D | +18.4% | -2.6% | +21.0% | +24.8% |
| 3M | -4.3% | -3.2% | -1.0% | +2.4% |
| 6M | +7.9% | +0.9% | +7.0% | +5.4% |
| YTD | -17.4% | +11.3% | -28.7% | -32.8% |
| 1Y | -3.4% | +14.0% | -17.4% | -25.2% |
| 3Y | +44.4% | +75.8% | -31.4% | -51.9% |
| 5Y | -33.7% | +57.8% | -91.5% | -70.1% |
| 10Y | -48.1% | +219.8% | -267.9% | -91.6% |
| All | -48.1% | +223.7% | -271.8% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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