-37.2%
NCLH vs VT
+325.6%
-362.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.5% | +0.4% | -6.9% | -7.2% |
| 30D | -23.3% | +1.0% | -24.3% | -24.6% |
| 3M | -18.6% | +2.4% | -21.0% | -22.4% |
| 6M | -26.2% | +12.0% | -38.2% | -39.5% |
| YTD | -30.2% | +15.3% | -45.6% | -45.5% |
| 1Y | -39.2% | +22.6% | -61.7% | -57.3% |
| 3Y | -5.1% | +74.7% | -79.7% | -63.4% |
| 5Y | -36.8% | +66.1% | -102.9% | -71.1% |
| 10Y | -56.3% | +225.0% | -281.3% | -91.0% |
| All | -37.2% | +325.6% | -362.8% | -88.8% |
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