+77.4%
VUG vs NCLH
-40.9%
+118.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.2% |
| 7D | +0.1% | -4.6% | +4.7% | +1.1% |
| 30D | -1.7% | -19.9% | +18.3% | +2.9% |
| 3M | +2.8% | -22.0% | +24.8% | +7.6% |
| 6M | +13.6% | -28.3% | +41.9% | +20.2% |
| YTD | +8.1% | -33.5% | +41.5% | +15.1% |
| 1Y | +13.1% | -41.5% | +54.5% | +23.1% |
| 3Y | +87.0% | -8.9% | +95.9% | +74.8% |
| All | +77.4% | -40.9% | +118.3% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling