-41.4%
NCLH vs VTEB
+1.2%
-42.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.1% |
| 7D | -4.8% | -0.9% | -3.9% | -3.2% |
| 30D | -21.7% | -2.5% | -19.2% | -18.0% |
| 3M | -22.2% | -3.0% | -19.3% | -17.9% |
| 6M | -27.5% | -2.1% | -25.4% | -24.3% |
| YTD | -33.6% | -1.5% | -32.1% | -31.0% |
| 1Y | -45.0% | +0.2% | -45.2% | -44.0% |
| 3Y | -11.0% | +8.6% | -19.6% | -20.4% |
| All | -41.4% | +1.2% | -42.6% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 5y: compounded portfolio wealth divided by compounded VTEB 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…
5y analysis · Full analysis span regression · 6 months rolling