-45.4%
VRT vs NCLH
+12.8%
-58.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.1% | -3.5% |
| 7D | +10.5% | +0.2% | +10.3% | +10.5% |
| 30D | -9.3% | +20.8% | -30.1% | -12.5% |
| 3M | -29.6% | -8.1% | -21.5% | -30.4% |
| 6M | -45.4% | +11.8% | -57.2% | -50.0% |
| All | -45.4% | +12.8% | -58.2% | -50.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling