+924.9%
VLO vs NCLH
-56.9%
+981.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | +5.3% | -4.8% | +10.1% | +6.6% |
| 30D | +18.2% | -21.7% | +39.9% | +25.3% |
| 3M | +53.3% | -22.2% | +75.6% | +61.3% |
| 6M | +70.4% | -27.5% | +98.0% | +78.6% |
| YTD | +143.4% | -33.6% | +177.0% | +156.5% |
| 1Y | +153.0% | -45.0% | +198.0% | +178.3% |
| 3Y | +195.0% | -11.0% | +206.0% | +163.6% |
| 5Y | +618.8% | -39.7% | +658.5% | +547.4% |
| All | +924.9% | -56.9% | +981.8% | +766.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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