-48.1%
NCLH vs ACWI
+226.8%
-275.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | -2.3% |
| 7D | +2.7% | +0.3% | +2.4% | +2.1% |
| 30D | +18.4% | -2.8% | +21.2% | +25.3% |
| 3M | -4.3% | -3.2% | -1.1% | +2.1% |
| 6M | +7.9% | +1.3% | +6.6% | +4.8% |
| YTD | -17.4% | +11.2% | -28.6% | -32.5% |
| 1Y | -3.4% | +13.8% | -17.1% | -24.5% |
| 3Y | +44.4% | +76.2% | -31.8% | -51.3% |
| 5Y | -33.7% | +59.5% | -93.2% | -70.4% |
| 10Y | -48.1% | +222.2% | -270.3% | -91.5% |
| All | -48.1% | +226.8% | -275.0% | -91.5% |
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