-58.0%
NCLH vs VSH
+196.4%
-254.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | -2.1% |
| 7D | -4.8% | +4.8% | -9.6% | -7.6% |
| 30D | -21.7% | -0.7% | -21.0% | -22.1% |
| 3M | -22.2% | -43.1% | +20.8% | +2.1% |
| 6M | -27.5% | +91.8% | -119.3% | -63.0% |
| YTD | -33.6% | +131.6% | -165.2% | -71.3% |
| 1Y | -45.0% | +118.1% | -163.1% | -75.7% |
| 3Y | -11.0% | +40.9% | -51.9% | -48.8% |
| 5Y | -39.7% | +75.8% | -115.5% | -71.9% |
| All | -58.0% | +196.4% | -254.4% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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