+573.1%
VRT vs NCLH
-10.5%
+583.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.5% | -6.1% | -8.3% |
| 7D | +2.4% | -4.6% | +7.0% | +4.3% |
| 30D | -2.7% | -19.9% | +17.3% | +5.3% |
| 3M | -9.2% | -22.0% | +12.8% | -2.0% |
| 6M | -0.5% | -28.3% | +27.8% | +9.7% |
| YTD | +62.3% | -33.5% | +95.8% | +81.0% |
| 1Y | +109.6% | -41.5% | +151.0% | +143.6% |
| All | +573.1% | -10.5% | +583.6% | +535.2% |
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 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