-43.1%
NCLH vs VSXY
+37.7%
-80.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | 0.0% | -2.5% |
| 7D | -4.6% | -10.7% | +6.1% | -1.8% |
| 30D | -19.9% | -24.3% | +4.3% | -13.8% |
| 3M | -22.0% | +1.0% | -23.0% | -23.0% |
| 6M | -28.3% | +57.4% | -85.7% | -40.6% |
| YTD | -33.5% | +39.8% | -73.2% | -43.2% |
| 1Y | -41.5% | +196.5% | -237.9% | -61.5% |
| 3Y | -8.9% | +357.2% | -366.1% | -53.7% |
| 5Y | -40.5% | +18.9% | -59.3% | -57.9% |
| All | -43.1% | +37.7% | -80.7% | -58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling