-58.0%
NCLH vs VYM
+209.2%
-267.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.4% |
| 7D | -4.8% | -0.8% | -4.0% | -3.3% |
| 30D | -21.7% | -2.2% | -19.4% | -17.9% |
| 3M | -22.2% | +3.1% | -25.3% | -26.5% |
| 6M | -27.5% | +9.7% | -37.2% | -38.9% |
| YTD | -33.6% | +14.9% | -48.5% | -48.7% |
| 1Y | -45.0% | +17.6% | -62.6% | -59.3% |
| 3Y | -11.0% | +65.3% | -76.4% | -64.7% |
| 5Y | -39.7% | +78.7% | -118.5% | -78.1% |
| All | -58.0% | +209.2% | -267.1% | -91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling