+2,397.0%
VRT vs NCLH
-70.1%
+2,467.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -5.0% |
| 7D | -7.7% | -6.5% | -1.2% | -5.7% |
| 30D | -12.0% | -22.1% | +10.1% | -5.2% |
| 3M | -11.7% | -18.7% | +7.0% | -6.9% |
| 6M | -8.1% | -28.4% | +20.3% | -0.1% |
| YTD | +53.2% | -34.7% | +87.9% | +69.3% |
| 1Y | +81.7% | -42.7% | +124.4% | +106.9% |
| 3Y | +535.3% | -10.6% | +545.9% | +513.6% |
| 5Y | +916.4% | -40.7% | +957.1% | +930.5% |
| All | +2,397.0% | -70.1% | +2,467.1% | +1,875.1% |
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