+161.1%
VEA vs NCLH
-56.9%
+218.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -1.5% | -4.8% | +3.4% | -0.7% |
| 30D | -0.8% | -21.7% | +20.8% | +2.7% |
| 3M | +2.5% | -22.2% | +24.7% | +5.8% |
| 6M | +11.1% | -27.5% | +38.7% | +15.6% |
| YTD | +17.2% | -33.6% | +50.8% | +22.7% |
| 1Y | +24.5% | -45.0% | +69.5% | +33.4% |
| 3Y | +75.4% | -11.0% | +86.5% | +68.8% |
| 5Y | +61.1% | -39.7% | +100.8% | +56.0% |
| All | +161.1% | -56.9% | +218.0% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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