+174.2%
VXUS vs NCLH
-38.0%
+212.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.0% | -6.5% | +7.5% | +2.0% |
| 30D | +2.2% | -23.3% | +25.5% | +6.2% |
| 3M | +3.0% | -18.6% | +21.6% | +5.6% |
| 6M | +10.7% | -26.2% | +36.9% | +14.7% |
| YTD | +17.8% | -30.2% | +48.1% | +22.5% |
| 1Y | +27.6% | -39.2% | +66.7% | +34.6% |
| 3Y | +73.3% | -5.1% | +78.4% | +64.9% |
| 5Y | +54.3% | -36.8% | +91.1% | +48.2% |
| 10Y | +149.8% | -56.3% | +206.1% | +120.3% |
| All | +174.2% | -38.0% | +212.2% | +138.5% |
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