+156.8%
VXUS vs NCLH
-28.4%
+185.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | +2.1% | +0.2% | +1.9% | +2.1% |
| 30D | -1.1% | +20.8% | -21.9% | -4.0% |
| 3M | -5.6% | -8.1% | +2.5% | -4.8% |
| 6M | -2.3% | +11.8% | -14.1% | -4.7% |
| YTD | +10.4% | -19.5% | +29.9% | +12.0% |
| 1Y | +13.1% | -3.2% | +16.3% | +11.5% |
| 3Y | +68.0% | +37.1% | +30.9% | +51.4% |
| 5Y | +45.8% | -29.9% | +75.7% | +37.9% |
| 10Y | +144.7% | -53.3% | +197.9% | +114.5% |
| All | +156.8% | -28.4% | +185.2% | +118.1% |
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 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