+21.4%
VZ vs NCLH
-34.4%
+55.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.8% |
| 7D | +2.2% | +2.7% | -0.5% | +2.2% |
| 30D | +10.6% | +18.4% | -7.8% | +10.2% |
| 3M | -0.6% | -4.3% | +3.7% | -0.6% |
| 6M | +0.7% | +7.9% | -7.2% | +0.5% |
| YTD | +20.6% | -17.4% | +38.0% | +20.7% |
| 1Y | +22.7% | -3.4% | +26.1% | +22.2% |
| 3Y | +57.2% | +44.4% | +12.8% | +52.0% |
| 5Y | +21.4% | -33.7% | +55.1% | +19.1% |
| All | +21.4% | -34.4% | +55.8% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling