-40.7%
NCLH vs EXE
+99.3%
-140.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.1% | -2.0% |
| 7D | -6.5% | -2.2% | -4.3% | -5.9% |
| 30D | -22.1% | -0.8% | -21.3% | -22.0% |
| 3M | -18.7% | +10.0% | -28.7% | -21.4% |
| 6M | -28.4% | -6.3% | -22.1% | -27.7% |
| YTD | -34.7% | -10.7% | -24.0% | -33.5% |
| 1Y | -42.7% | +2.7% | -45.4% | -45.2% |
| 3Y | -10.6% | +19.1% | -29.7% | -20.3% |
| 5Y | -40.7% | +105.4% | -146.2% | -56.9% |
| All | -40.7% | +99.3% | -140.1% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling