-51.3%
NCLH vs VT
+217.6%
-268.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.4% |
| 7D | +6.3% | -0.1% | +6.4% | +6.5% |
| 30D | +18.9% | -3.1% | +21.9% | +26.6% |
| 3M | -0.2% | -3.5% | +3.3% | +7.3% |
| 6M | +8.4% | +0.5% | +7.9% | +6.8% |
| YTD | -17.1% | +10.8% | -27.8% | -31.9% |
| 1Y | -2.8% | +11.9% | -14.7% | -21.8% |
| 3Y | +40.4% | +73.0% | -32.5% | -51.7% |
| 5Y | -30.8% | +58.6% | -89.4% | -69.1% |
| 10Y | -51.3% | +219.2% | -270.4% | -92.4% |
| All | -51.3% | +217.6% | -268.9% | -92.4% |
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