-37.8%
NCLH vs EXPD
+61.6%
-99.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | -6.5% | -1.1% | -5.4% | -5.9% |
| 30D | -23.3% | +4.1% | -27.4% | -25.0% |
| 3M | -18.6% | +17.9% | -36.5% | -25.9% |
| 6M | -26.2% | +29.2% | -55.5% | -36.7% |
| YTD | -30.2% | +27.4% | -57.6% | -40.7% |
| 1Y | -39.2% | +56.8% | -96.0% | -55.8% |
| 3Y | -5.1% | +68.0% | -73.1% | -35.2% |
| All | -37.8% | +61.6% | -99.4% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling