-1.0%
NCLH vs VYM
+21.8%
-22.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.6% | +3.8% |
| 7D | +15.8% | +1.2% | +14.7% | +13.1% |
| 30D | +25.1% | +5.2% | +19.8% | +11.9% |
| 3M | -7.3% | +0.5% | -7.8% | -7.9% |
| 6M | +8.1% | +7.7% | +0.4% | -7.9% |
| YTD | -16.7% | +17.2% | -33.8% | -39.9% |
| 1Y | -1.0% | +21.7% | -22.7% | -33.3% |
| All | -1.0% | +21.8% | -22.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling