+147.3%
VXUS vs NCLH
-56.9%
+204.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -1.4% | -4.8% | +3.4% | -0.7% |
| 30D | -0.5% | -21.7% | +21.2% | +3.0% |
| 3M | +2.6% | -22.2% | +24.8% | +5.8% |
| 6M | +10.9% | -27.5% | +38.4% | +15.1% |
| YTD | +16.1% | -33.6% | +49.8% | +21.4% |
| 1Y | +22.3% | -45.0% | +67.3% | +30.8% |
| 3Y | +72.0% | -11.0% | +83.1% | +65.5% |
| 5Y | +54.1% | -39.7% | +93.9% | +49.3% |
| All | +147.3% | -56.9% | +204.2% | +131.1% |
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