+64.4%
VZ vs NCLH
-56.8%
+121.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.2% |
| 7D | -1.0% | -4.6% | +3.7% | -0.8% |
| 30D | +5.8% | -19.9% | +25.7% | +6.5% |
| 3M | +10.5% | -22.0% | +32.5% | +11.3% |
| 6M | +1.8% | -28.3% | +30.1% | +2.6% |
| YTD | +28.3% | -33.5% | +61.7% | +29.4% |
| 1Y | +22.0% | -41.5% | +63.4% | +23.4% |
| 3Y | +81.8% | -8.9% | +90.7% | +79.2% |
| 5Y | +25.3% | -40.5% | +65.8% | +23.7% |
| 10Y | +64.4% | -57.0% | +121.3% | +62.1% |
| All | +64.4% | -56.8% | +121.2% | +62.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling