-48.1%
NCLH vs EXPD
+334.2%
-382.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +1.0% |
| 7D | +2.7% | -5.5% | +8.2% | +6.5% |
| 30D | +18.4% | -1.9% | +20.3% | +19.7% |
| 3M | -4.3% | +6.1% | -10.3% | -8.6% |
| 6M | +7.9% | +21.6% | -13.7% | -6.5% |
| YTD | -17.4% | +27.9% | -45.3% | -33.0% |
| 1Y | -3.4% | +39.4% | -42.8% | -26.6% |
| 3Y | +44.4% | +72.7% | -28.2% | -10.6% |
| 5Y | -33.7% | +60.3% | -94.0% | -57.5% |
| 10Y | -48.1% | +332.6% | -380.7% | -87.2% |
| All | -48.1% | +334.2% | -382.3% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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