-10.9%
NCLH vs EXEL
+164.8%
-175.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.7% | -3.8% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | -19.9% | +10.1% | -30.1% | -22.1% |
| 3M | -22.0% | +10.1% | -32.0% | -24.2% |
| 6M | -28.3% | +37.7% | -66.0% | -34.5% |
| YTD | -33.5% | +33.1% | -66.6% | -38.7% |
| 1Y | -41.5% | +52.4% | -93.8% | -47.8% |
| All | -10.9% | +164.8% | -175.6% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling