+688.8%
VRT vs NCLH
-31.5%
+720.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.6% | +3.2% |
| 7D | +18.6% | +1.7% | +16.9% | +17.9% |
| 30D | -11.7% | +17.9% | -29.5% | -17.9% |
| 3M | -27.3% | -4.5% | -22.7% | -26.6% |
| 6M | -42.9% | +12.9% | -55.7% | -47.2% |
| YTD | +29.5% | -19.1% | +48.6% | +34.1% |
| 1Y | +21.0% | -4.6% | +25.7% | +16.0% |
| 3Y | +403.1% | +37.0% | +366.1% | +281.6% |
| 5Y | +688.8% | -29.5% | +718.4% | +607.1% |
| All | +688.8% | -31.5% | +720.3% | +607.1% |
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 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