-58.0%
NCLH vs VNQ
+64.0%
-122.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.7% |
| 7D | -4.8% | -1.3% | -3.5% | -3.1% |
| 30D | -21.7% | -2.6% | -19.1% | -18.8% |
| 3M | -22.2% | -2.0% | -20.2% | -20.0% |
| 6M | -27.5% | +4.3% | -31.9% | -31.2% |
| YTD | -33.6% | +9.2% | -42.8% | -40.7% |
| 1Y | -45.0% | +5.6% | -50.6% | -48.6% |
| 3Y | -11.0% | +30.8% | -41.9% | -38.5% |
| 5Y | -39.7% | +8.0% | -47.7% | -44.0% |
| All | -58.0% | +64.0% | -122.0% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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