-40.5%
NCLH vs EXC
+46.0%
-86.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | -4.6% | +0.3% | -5.0% | -4.7% |
| 30D | -19.9% | -0.9% | -19.1% | -19.8% |
| 3M | -22.0% | -2.7% | -19.3% | -21.6% |
| 6M | -28.3% | -9.4% | -18.9% | -27.1% |
| YTD | -33.5% | +3.0% | -36.5% | -34.2% |
| 1Y | -41.5% | +5.1% | -46.6% | -42.6% |
| 3Y | -8.9% | +20.6% | -29.5% | -16.1% |
| 5Y | -40.5% | +45.7% | -86.2% | -49.6% |
| All | -40.5% | +46.0% | -86.4% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling