+516.6%
VTI vs NCLH
-40.8%
+557.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | 0.0% |
| 7D | -0.4% | -4.6% | +4.3% | +0.4% |
| 30D | -1.6% | -19.9% | +18.4% | +2.0% |
| 3M | +3.6% | -22.0% | +25.5% | +7.4% |
| 6M | +13.0% | -28.3% | +41.3% | +18.2% |
| YTD | +12.7% | -33.5% | +46.2% | +18.5% |
| 1Y | +18.4% | -41.5% | +59.8% | +26.5% |
| 3Y | +76.4% | -8.9% | +85.3% | +68.9% |
| 5Y | +73.7% | -40.5% | +114.2% | +68.8% |
| 10Y | +302.5% | -57.0% | +359.5% | +258.7% |
| All | +516.6% | -40.8% | +557.4% | +435.3% |
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