+193.8%
VLO vs NCLH
-10.5%
+204.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +1.8% |
| 7D | +6.2% | -4.6% | +10.9% | +6.5% |
| 30D | +23.5% | -19.9% | +43.4% | +24.8% |
| 3M | +53.9% | -22.0% | +75.8% | +55.3% |
| 6M | +81.7% | -28.3% | +110.0% | +84.3% |
| YTD | +142.5% | -33.5% | +175.9% | +146.0% |
| 1Y | +145.4% | -41.5% | +186.9% | +153.1% |
| All | +193.8% | -10.5% | +204.3% | +181.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling