+5.2%
VUG vs NCLH
-8.8%
+14.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.2% | +0.7% |
| 7D | -3.0% | +15.8% | -18.8% | -4.9% |
| 30D | -6.4% | +25.1% | -31.5% | -9.2% |
| 3M | -3.2% | -7.3% | +4.1% | -2.4% |
| 6M | +3.1% | +8.1% | -5.0% | +1.1% |
| YTD | +6.3% | -16.7% | +22.9% | +6.6% |
| 1Y | +5.2% | -1.0% | +6.2% | +3.4% |
| All | +5.2% | -8.8% | +14.0% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling