-39.2%
NCLH vs VYM
+21.4%
-60.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.8% |
| 7D | -6.5% | 0.0% | -6.5% | -6.4% |
| 30D | -23.3% | -0.5% | -22.8% | -22.2% |
| 3M | -18.6% | +3.0% | -21.6% | -23.6% |
| 6M | -26.2% | +8.2% | -34.5% | -38.8% |
| YTD | -30.2% | +15.8% | -46.1% | -49.6% |
| 1Y | -39.2% | +20.8% | -60.0% | -60.6% |
| All | -39.2% | +21.4% | -60.6% | -60.6% |
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