-41.4%
NCLH vs VSXY
+22.6%
-64.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.9% |
| 3M | -22.2% | -4.0% | -18.3% | -22.1% |
| 6M | -27.5% | +67.5% | -95.0% | -42.2% |
| YTD | -33.6% | +39.7% | -73.3% | -44.2% |
| 1Y | -45.0% | +180.0% | -225.0% | -64.6% |
| 3Y | -11.0% | +337.3% | -348.3% | -58.3% |
| All | -41.4% | +22.6% | -64.1% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling