+375.1%
META vs NCLH
-56.0%
+431.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +3.6% | -20.1% | +23.7% | +8.2% |
| 3M | +4.9% | -17.0% | +21.9% | +8.6% |
| 6M | -4.7% | -23.2% | +18.5% | -0.2% |
| YTD | -6.9% | -31.0% | +24.2% | -1.2% |
| 1Y | -18.2% | -37.3% | +19.1% | -12.1% |
| 3Y | +107.8% | -5.6% | +113.3% | +99.7% |
| 5Y | +63.9% | -37.0% | +100.9% | +60.4% |
| 10Y | +375.1% | -55.3% | +430.3% | +373.1% |
| All | +375.1% | -56.0% | +431.1% | +373.1% |
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