-40.1%
NCLH vs VG
-38.0%
-2.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.1% |
| 7D | -0.3% | -2.5% | +2.3% | -0.3% |
| 30D | -20.1% | +11.1% | -31.1% | -20.0% |
| 3M | -17.0% | +14.9% | -31.9% | -17.2% |
| 6M | -23.2% | +18.4% | -41.6% | -25.0% |
| YTD | -31.0% | +116.6% | -147.6% | -39.6% |
| 1Y | -37.3% | +9.4% | -46.6% | -38.5% |
| All | -40.1% | -38.0% | -2.0% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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