-36.2%
NCLH vs EXE
+192.2%
-228.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.3% |
| 7D | -0.3% | -1.8% | +1.5% | +0.3% |
| 30D | -20.1% | +6.4% | -26.4% | -21.9% |
| 3M | -17.0% | +9.2% | -26.3% | -20.1% |
| 6M | -23.2% | -7.0% | -16.3% | -22.2% |
| YTD | -31.0% | -9.5% | -21.6% | -30.0% |
| 1Y | -37.3% | +6.2% | -43.5% | -41.1% |
| 3Y | -5.6% | +20.7% | -26.3% | -17.7% |
| 5Y | -37.0% | +103.6% | -140.6% | -60.8% |
| All | -36.2% | +192.2% | -228.5% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling