-40.2%
NCLH vs VNQ
+138.8%
-179.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.8% |
| 7D | -4.8% | -1.3% | -3.5% | -3.3% |
| 30D | -21.7% | -2.6% | -19.1% | -19.0% |
| 3M | -22.2% | -2.0% | -20.2% | -20.2% |
| 6M | -27.5% | +4.3% | -31.9% | -30.8% |
| YTD | -33.6% | +9.2% | -42.8% | -40.0% |
| 1Y | -45.0% | +5.6% | -50.6% | -48.2% |
| 3Y | -11.0% | +30.8% | -41.9% | -35.7% |
| 5Y | -39.7% | +8.0% | -47.7% | -43.2% |
| 10Y | -57.0% | +63.7% | -120.7% | -71.3% |
| All | -40.2% | +138.8% | -179.1% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling