-41.4%
NCLH vs VTV
+80.6%
-122.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.2% |
| 7D | -4.8% | -1.1% | -3.7% | -2.5% |
| 30D | -21.7% | -1.0% | -20.6% | -19.8% |
| 3M | -22.2% | +4.6% | -26.9% | -29.4% |
| 6M | -27.5% | +13.5% | -41.0% | -44.2% |
| YTD | -33.6% | +18.5% | -52.1% | -53.2% |
| 1Y | -45.0% | +22.9% | -67.9% | -63.9% |
| 3Y | -11.0% | +67.8% | -78.9% | -68.8% |
| All | -41.4% | +80.6% | -122.0% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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