-58.7%
NCLH vs EXC
+159.4%
-218.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | -6.5% | -1.6% | -4.9% | -5.6% |
| 30D | -22.1% | -2.4% | -19.7% | -21.0% |
| 3M | -18.7% | -4.0% | -14.7% | -16.9% |
| 6M | -28.4% | -9.8% | -18.6% | -24.4% |
| YTD | -34.7% | +2.3% | -37.0% | -36.7% |
| 1Y | -42.7% | +3.8% | -46.5% | -45.3% |
| 3Y | -10.6% | +19.7% | -30.4% | -26.3% |
| 5Y | -40.7% | +45.6% | -86.4% | -59.7% |
| All | -58.7% | +159.4% | -218.0% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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