-27.1%
NCLH vs EXC
+250.7%
-277.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.1% |
| 7D | +1.7% | -1.9% | +3.6% | +2.7% |
| 30D | +17.9% | +7.8% | +10.1% | +13.6% |
| 3M | -4.5% | +1.9% | -6.4% | -5.4% |
| 6M | +12.9% | +3.4% | +9.5% | +10.7% |
| YTD | -19.1% | +7.6% | -26.7% | -23.0% |
| 1Y | -4.6% | +2.1% | -6.7% | -7.0% |
| 3Y | +37.0% | +29.6% | +7.4% | +13.1% |
| 5Y | -29.5% | +39.5% | -69.0% | -45.6% |
| 10Y | -53.0% | +200.2% | -253.2% | -72.3% |
| All | -27.1% | +250.7% | -277.8% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling