-43.2%
NCLH vs VSXY
+37.5%
-80.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.8% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -21.7% | -18.7% | -3.0% | -17.3% |
| 3M | -22.2% | -4.0% | -18.3% | -22.1% |
| 6M | -27.5% | +67.5% | -95.0% | -41.1% |
| YTD | -33.6% | +39.7% | -73.3% | -43.3% |
| 1Y | -45.0% | +180.0% | -225.0% | -63.1% |
| 3Y | -11.0% | +337.3% | -348.3% | -54.1% |
| 5Y | -39.7% | +22.7% | -62.4% | -57.2% |
| All | -43.2% | +37.5% | -80.7% | -58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling