-58.0%
NCLH vs VWO
+117.1%
-175.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.7% |
| 7D | -4.8% | -1.8% | -3.0% | -2.3% |
| 30D | -21.7% | -0.1% | -21.6% | -21.6% |
| 3M | -22.2% | +2.2% | -24.5% | -25.5% |
| 6M | -27.5% | +8.8% | -36.3% | -35.8% |
| YTD | -33.6% | +12.4% | -46.0% | -43.8% |
| 1Y | -45.0% | +15.6% | -60.6% | -55.4% |
| 3Y | -11.0% | +62.5% | -73.6% | -56.6% |
| 5Y | -39.7% | +34.3% | -74.0% | -59.4% |
| All | -58.0% | +117.1% | -175.1% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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