+37.1%
NCLH vs EXPD
+75.3%
-38.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | +0.2% | +5.5% | -5.3% | -2.0% |
| 30D | +20.8% | -0.8% | +21.6% | +21.0% |
| 3M | -8.1% | +4.1% | -12.3% | -9.9% |
| 6M | +11.8% | +25.7% | -13.8% | +1.3% |
| YTD | -19.5% | +31.4% | -50.9% | -29.6% |
| 1Y | -3.2% | +42.2% | -45.4% | -18.9% |
| 3Y | +37.1% | +77.2% | -40.1% | -10.0% |
| All | +37.1% | +75.3% | -38.2% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling