-58.0%
NCLH vs VTRS
-48.4%
-9.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | -4.8% | -2.2% | -2.6% | -3.8% |
| 30D | -21.7% | +3.3% | -25.0% | -22.9% |
| 3M | -22.2% | +2.0% | -24.2% | -23.4% |
| 6M | -27.5% | +19.9% | -47.5% | -34.0% |
| YTD | -33.6% | +35.7% | -69.3% | -43.5% |
| 1Y | -45.0% | +68.1% | -113.1% | -58.1% |
| 3Y | -11.0% | +87.1% | -98.1% | -38.3% |
| 5Y | -39.7% | +47.6% | -87.4% | -54.5% |
| All | -58.0% | -48.4% | -9.6% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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