-29.7%
NCLH vs VG
-44.1%
+14.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.7% | -8.8% | -4.0% |
| 7D | +1.7% | +15.1% | -13.4% | +1.8% |
| 30D | +17.9% | -4.2% | +22.1% | +17.9% |
| 3M | -4.5% | -3.1% | -1.4% | -4.5% |
| 6M | +12.9% | +0.3% | +12.5% | +12.6% |
| YTD | -19.1% | +95.5% | -114.6% | -29.1% |
| 1Y | -4.6% | +64.4% | -69.1% | -14.1% |
| All | -29.7% | -44.1% | +14.4% | -38.2% |
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