-1.0%
NCLH vs VSXY
+210.1%
-211.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.4% | -1.6% | +5.3% |
| 7D | +15.8% | +14.2% | +1.6% | +13.2% |
| 30D | +25.1% | +21.9% | +3.2% | +20.7% |
| 3M | -7.3% | +22.1% | -29.5% | -11.1% |
| 6M | +8.1% | +116.7% | -108.5% | -9.9% |
| YTD | -16.7% | +101.1% | -117.8% | -29.0% |
| 1Y | -1.0% | +208.0% | -209.0% | -21.3% |
| All | -1.0% | +210.1% | -211.1% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling