-28.4%
NCLH vs VTEB
-2.8%
-25.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | +3.8% |
| 7D | -6.5% | -1.2% | -5.3% | +3.3% |
| 30D | -22.1% | -2.9% | -19.2% | -0.3% |
| 3M | -18.7% | -3.2% | -15.5% | +6.6% |
| 6M | -28.4% | -2.6% | -25.8% | -9.5% |
| All | -28.4% | -2.8% | -25.6% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling