-11.0%
NCLH vs VSXY
+352.7%
-363.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.9% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -21.7% | -18.7% | -3.0% | -17.8% |
| 3M | -22.2% | -4.0% | -18.3% | -22.1% |
| 6M | -27.5% | +67.5% | -95.0% | -39.6% |
| YTD | -33.6% | +39.7% | -73.3% | -42.1% |
| 1Y | -45.0% | +180.0% | -225.0% | -61.4% |
| 3Y | -11.0% | +337.3% | -348.3% | -47.2% |
| All | -11.0% | +352.7% | -363.8% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling