-41.2%
NCLH vs VWO
+94.3%
-135.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -0.1% |
| 7D | -6.5% | -1.7% | -4.8% | -4.6% |
| 30D | -22.1% | -0.3% | -21.8% | -21.8% |
| 3M | -18.7% | +4.0% | -22.7% | -22.9% |
| 6M | -28.4% | +8.1% | -36.5% | -34.6% |
| YTD | -34.7% | +11.6% | -46.4% | -42.4% |
| 1Y | -42.7% | +16.2% | -58.9% | -51.8% |
| 3Y | -10.6% | +63.3% | -73.9% | -49.6% |
| 5Y | -40.7% | +33.4% | -74.1% | -56.1% |
| 10Y | -57.8% | +113.3% | -171.1% | -77.7% |
| All | -41.2% | +94.3% | -135.6% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling