+2,723.0%
VRT vs NCLH
-68.1%
+2,791.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | +9.1% | -6.5% | +15.6% | +11.3% |
| 30D | +0.9% | -23.3% | +24.2% | +9.1% |
| 3M | -13.4% | -18.6% | +5.2% | -8.8% |
| 6M | +11.7% | -26.2% | +37.9% | +20.3% |
| YTD | +73.2% | -30.2% | +103.5% | +87.4% |
| 1Y | +123.4% | -39.2% | +162.6% | +149.6% |
| 3Y | +606.2% | -5.1% | +611.2% | +569.0% |
| 5Y | +899.9% | -36.8% | +936.7% | +893.1% |
| All | +2,723.0% | -68.1% | +2,791.1% | +2,086.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling