-40.7%
NCLH vs VSH
+64.0%
-104.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | -6.5% | +2.8% | -9.3% | -7.8% |
| 30D | -22.1% | -6.0% | -16.1% | -20.3% |
| 3M | -18.7% | -42.6% | +24.0% | +0.7% |
| 6M | -28.4% | +82.1% | -110.5% | -57.9% |
| YTD | -34.7% | +117.5% | -152.3% | -66.4% |
| 1Y | -42.7% | +109.0% | -151.7% | -70.3% |
| 3Y | -10.6% | +34.9% | -45.5% | -38.8% |
| 5Y | -40.7% | +65.1% | -105.8% | -68.4% |
| All | -40.7% | +64.0% | -104.7% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling