+713.9%
VUG vs NCLH
-38.0%
+751.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | -6.5% | +6.4% | +1.0% |
| 30D | -0.3% | -23.3% | +23.0% | +4.1% |
| 3M | -0.7% | -18.6% | +17.9% | +2.3% |
| 6M | +14.6% | -26.2% | +40.9% | +19.4% |
| YTD | +9.0% | -30.2% | +39.3% | +13.9% |
| 1Y | +14.9% | -39.2% | +54.0% | +22.1% |
| 3Y | +86.0% | -5.1% | +91.1% | +77.3% |
| 5Y | +76.7% | -36.8% | +113.5% | +70.8% |
| 10Y | +411.3% | -56.3% | +467.6% | +363.7% |
| All | +713.9% | -38.0% | +751.9% | +614.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling