-29.2%
NCLH vs EXC
+39.4%
-68.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.0% |
| 7D | +1.7% | -1.9% | +3.6% | +2.1% |
| 30D | +17.9% | +7.8% | +10.1% | +16.2% |
| 3M | -4.5% | +1.9% | -6.4% | -4.9% |
| 6M | +12.9% | +3.4% | +9.5% | +12.1% |
| YTD | -19.1% | +7.6% | -26.7% | -20.7% |
| 1Y | -4.6% | +2.1% | -6.7% | -5.5% |
| 3Y | +37.0% | +29.6% | +7.4% | +23.5% |
| All | -29.2% | +39.4% | -68.6% | -40.8% |
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