-55.3%
NCLH vs ACWI
+226.0%
-281.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.2% |
| 7D | -0.3% | +1.1% | -1.3% | -2.4% |
| 30D | -20.1% | -0.2% | -19.9% | -19.6% |
| 3M | -17.0% | +4.7% | -21.7% | -24.5% |
| 6M | -23.2% | +14.5% | -37.7% | -40.8% |
| YTD | -31.0% | +14.6% | -45.7% | -46.8% |
| 1Y | -37.3% | +21.4% | -58.7% | -56.7% |
| 3Y | -5.6% | +77.6% | -83.2% | -68.3% |
| 5Y | -37.0% | +68.1% | -105.1% | -74.5% |
| 10Y | -55.3% | +226.1% | -281.4% | -92.4% |
| All | -55.3% | +226.0% | -281.2% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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