-45.0%
NCLH vs VYM
+18.4%
-63.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.2% |
| 7D | -4.8% | -0.8% | -4.0% | -3.0% |
| 30D | -21.7% | -2.2% | -19.4% | -17.3% |
| 3M | -22.2% | +3.1% | -25.3% | -27.1% |
| 6M | -27.5% | +9.7% | -37.2% | -41.2% |
| YTD | -33.6% | +14.9% | -48.5% | -50.9% |
| 1Y | -45.0% | +17.6% | -62.6% | -62.0% |
| All | -45.0% | +18.4% | -63.4% | -62.0% |
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