-40.1%
NCLH vs VTR
+113.3%
-153.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.1% |
| 7D | -4.6% | -2.9% | -1.7% | -2.7% |
| 30D | -19.9% | -2.8% | -17.2% | -18.6% |
| 3M | -22.0% | +9.0% | -31.0% | -27.1% |
| 6M | -28.3% | +5.0% | -33.2% | -31.7% |
| YTD | -33.5% | +16.9% | -50.4% | -41.2% |
| 1Y | -41.5% | +34.3% | -75.8% | -53.3% |
| 3Y | -8.9% | +131.6% | -140.5% | -52.6% |
| 5Y | -40.5% | +88.0% | -128.5% | -64.5% |
| 10Y | -57.0% | +97.8% | -154.7% | -80.2% |
| All | -40.1% | +113.3% | -153.4% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling