+1,934.0%
VRT vs NCLH
-63.2%
+1,997.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.1% | -3.4% |
| 7D | +10.5% | +0.2% | +10.3% | +10.5% |
| 30D | -9.3% | +20.8% | -30.1% | -14.7% |
| 3M | -29.6% | -8.1% | -21.5% | -28.2% |
| 6M | -45.4% | +11.8% | -57.2% | -48.1% |
| YTD | +24.8% | -19.5% | +44.3% | +28.8% |
| 1Y | +23.6% | -3.2% | +26.8% | +20.2% |
| 3Y | +379.7% | +37.1% | +342.6% | +307.9% |
| 5Y | +660.3% | -29.9% | +690.3% | +628.9% |
| All | +1,934.0% | -63.2% | +1,997.1% | +1,403.4% |
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