-58.0%
NCLH vs VTR
+99.2%
-157.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.1% |
| 7D | -4.8% | -0.3% | -4.5% | -4.6% |
| 30D | -21.7% | +1.1% | -22.8% | -22.4% |
| 3M | -22.2% | +7.9% | -30.1% | -27.4% |
| 6M | -27.5% | +6.2% | -33.7% | -32.1% |
| YTD | -33.6% | +17.7% | -51.3% | -42.8% |
| 1Y | -45.0% | +32.9% | -77.9% | -57.3% |
| 3Y | -11.0% | +129.7% | -140.7% | -58.0% |
| 5Y | -39.7% | +89.3% | -129.0% | -67.3% |
| All | -58.0% | +99.2% | -157.1% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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