-27.7%
NCLH vs VT
+300.3%
-328.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.5% |
| 7D | +2.0% | -2.3% | +4.3% | +6.4% |
| 30D | +19.1% | -5.0% | +24.0% | +30.6% |
| 3M | -7.5% | -4.9% | -2.6% | +1.5% |
| 6M | +1.0% | -1.5% | +2.5% | +3.6% |
| YTD | -19.7% | +8.5% | -28.2% | -29.8% |
| 1Y | -1.8% | +11.4% | -13.1% | -18.1% |
| 3Y | +36.7% | +70.1% | -33.4% | -44.6% |
| 5Y | -38.0% | +53.7% | -91.8% | -67.5% |
| 10Y | -51.6% | +220.0% | -271.5% | -89.3% |
| All | -27.7% | +300.3% | -328.0% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling