-40.1%
NCLH vs VEU
+173.0%
-213.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.2% |
| 7D | -4.6% | +0.3% | -4.9% | -5.1% |
| 30D | -19.9% | +0.7% | -20.6% | -20.8% |
| 3M | -22.0% | +4.7% | -26.7% | -28.3% |
| 6M | -28.3% | +11.6% | -39.9% | -40.3% |
| YTD | -33.5% | +16.8% | -50.3% | -48.4% |
| 1Y | -41.5% | +24.9% | -66.3% | -59.3% |
| 3Y | -8.9% | +75.7% | -84.6% | -63.5% |
| 5Y | -40.5% | +56.1% | -96.6% | -69.2% |
| 10Y | -57.0% | +153.6% | -210.6% | -86.4% |
| All | -40.1% | +173.0% | -213.1% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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