-41.2%
NCLH vs VYM
+374.9%
-416.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -0.9% |
| 7D | -6.5% | -1.9% | -4.7% | -3.3% |
| 30D | -22.1% | -2.6% | -19.5% | -18.1% |
| 3M | -18.7% | +3.6% | -22.3% | -23.4% |
| 6M | -28.4% | +8.7% | -37.1% | -37.7% |
| YTD | -34.7% | +14.1% | -48.8% | -47.9% |
| 1Y | -42.7% | +17.8% | -60.5% | -56.6% |
| 3Y | -10.6% | +64.5% | -75.1% | -61.0% |
| 5Y | -40.7% | +77.5% | -118.3% | -75.8% |
| 10Y | -57.8% | +206.1% | -263.9% | -90.3% |
| All | -41.2% | +374.9% | -416.2% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling