-12.5%
NCLH vs EXE
+18.1%
-30.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -1.9% |
| 7D | -6.5% | -2.2% | -4.3% | -6.2% |
| 30D | -22.1% | -0.8% | -21.3% | -22.0% |
| 3M | -18.7% | +10.0% | -28.7% | -20.2% |
| 6M | -28.4% | -6.3% | -22.1% | -27.6% |
| YTD | -34.7% | -10.7% | -24.0% | -33.3% |
| 1Y | -42.7% | +2.7% | -45.4% | -45.2% |
| All | -12.5% | +18.1% | -30.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling