-37.9%
NCLH vs VSH
+263.5%
-301.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.5% |
| 7D | -0.3% | +6.2% | -6.5% | -3.8% |
| 30D | -20.1% | -11.1% | -8.9% | -15.0% |
| 3M | -17.0% | -44.9% | +27.9% | +9.5% |
| 6M | -23.2% | +90.0% | -113.2% | -58.6% |
| YTD | -31.0% | +118.8% | -149.8% | -66.9% |
| 1Y | -37.3% | +109.0% | -146.2% | -69.6% |
| 3Y | -5.6% | +35.6% | -41.2% | -41.9% |
| 5Y | -37.0% | +66.7% | -103.7% | -67.0% |
| 10Y | -55.3% | +167.9% | -223.2% | -81.5% |
| All | -37.9% | +263.5% | -301.4% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling