-39.6%
NCLH vs EXEL
+197.1%
-236.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.7% | -3.9% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | -19.9% | +10.1% | -30.1% | -23.0% |
| 3M | -22.0% | +10.1% | -32.0% | -25.0% |
| 6M | -28.3% | +37.7% | -66.0% | -36.9% |
| YTD | -33.5% | +33.1% | -66.6% | -40.7% |
| 1Y | -41.5% | +52.4% | -93.8% | -50.7% |
| 3Y | -8.9% | +163.8% | -172.7% | -43.4% |
| All | -39.6% | +197.1% | -236.8% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling