-41.4%
NCLH vs VWO
+34.0%
-75.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.8% |
| 7D | -4.8% | -1.8% | -3.0% | -2.4% |
| 30D | -21.7% | -0.1% | -21.6% | -21.6% |
| 3M | -22.2% | +2.2% | -24.5% | -25.4% |
| 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% | -55.3% |
| 3Y | -11.0% | +62.5% | -73.6% | -57.5% |
| All | -41.4% | +34.0% | -75.5% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling