-57.0%
NCLH vs EXPD
+316.4%
-373.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -4.4% |
| 7D | -4.6% | +1.2% | -5.8% | -5.4% |
| 30D | -19.9% | +5.2% | -25.1% | -22.8% |
| 3M | -22.0% | +13.2% | -35.2% | -28.6% |
| 6M | -28.3% | +30.3% | -58.6% | -41.1% |
| YTD | -33.5% | +27.0% | -60.5% | -45.5% |
| 1Y | -41.5% | +57.3% | -98.8% | -60.3% |
| 3Y | -8.9% | +70.0% | -78.9% | -42.7% |
| 5Y | -40.5% | +61.6% | -102.1% | -62.3% |
| 10Y | -57.0% | +321.1% | -378.0% | -87.5% |
| All | -57.0% | +316.4% | -373.3% | -87.5% |
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