-40.1%
NCLH vs VTV
+410.8%
-450.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -2.9% |
| 7D | -4.6% | -0.7% | -4.0% | -3.5% |
| 30D | -19.9% | -0.5% | -19.5% | -19.1% |
| 3M | -22.0% | +5.3% | -27.3% | -28.8% |
| 6M | -28.3% | +12.9% | -41.2% | -41.8% |
| YTD | -33.5% | +18.5% | -51.9% | -50.4% |
| 1Y | -41.5% | +25.3% | -66.7% | -60.3% |
| 3Y | -8.9% | +68.2% | -77.1% | -62.0% |
| 5Y | -40.5% | +80.6% | -121.1% | -76.6% |
| 10Y | -57.0% | +232.9% | -289.9% | -91.2% |
| All | -40.1% | +410.8% | -450.9% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling