+614.6%
VLO vs NCLH
-39.0%
+653.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +2.0% |
| 7D | +6.2% | -4.6% | +10.9% | +6.8% |
| 30D | +23.5% | -19.9% | +43.4% | +26.4% |
| 3M | +53.9% | -22.0% | +75.8% | +57.1% |
| 6M | +81.7% | -28.3% | +110.0% | +86.1% |
| YTD | +142.5% | -33.5% | +175.9% | +148.8% |
| 1Y | +145.4% | -41.5% | +186.9% | +155.8% |
| 3Y | +197.3% | -8.9% | +206.2% | +179.5% |
| 5Y | +614.6% | -40.5% | +655.1% | +603.2% |
| All | +614.6% | -39.0% | +653.6% | +603.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling