-58.7%
NCLH vs EXEL
+386.3%
-444.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.3% | -1.5% |
| 7D | -6.5% | -2.9% | -3.7% | -5.8% |
| 30D | -22.1% | +11.9% | -34.0% | -24.6% |
| 3M | -18.7% | +9.2% | -27.9% | -20.9% |
| 6M | -28.4% | +39.1% | -67.5% | -34.9% |
| YTD | -34.7% | +31.0% | -65.8% | -39.6% |
| 1Y | -42.7% | +52.3% | -95.0% | -49.4% |
| 3Y | -10.6% | +159.7% | -170.4% | -33.5% |
| 5Y | -40.7% | +187.7% | -228.5% | -57.4% |
| All | -58.7% | +386.3% | -444.9% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling