+66.6%
VZ vs NCLH
-55.3%
+121.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | +7.1% | -20.1% | +27.2% | +7.8% |
| 3M | +12.8% | -17.0% | +29.9% | +13.4% |
| 6M | +1.8% | -23.2% | +25.0% | +2.4% |
| YTD | +30.0% | -31.0% | +61.0% | +31.0% |
| 1Y | +24.3% | -37.3% | +61.6% | +25.5% |
| 3Y | +84.3% | -5.6% | +89.9% | +81.4% |
| 5Y | +25.9% | -37.0% | +62.9% | +24.1% |
| All | +66.6% | -55.3% | +121.9% | +64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling