-25.3%
NCLH vs EXPD
+418.4%
-443.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +6.3% | -7.4% | +13.7% | +11.3% |
| 30D | +18.9% | -2.1% | +21.0% | +20.2% |
| 3M | -0.2% | +5.7% | -5.9% | -4.1% |
| 6M | +8.4% | +21.4% | -13.0% | -4.8% |
| YTD | -17.1% | +27.6% | -44.7% | -31.3% |
| 1Y | -2.8% | +36.1% | -38.9% | -23.0% |
| 3Y | +40.4% | +69.9% | -29.4% | -7.3% |
| 5Y | -30.8% | +59.7% | -90.4% | -53.1% |
| 10Y | -51.3% | +323.0% | -374.3% | -81.9% |
| All | -25.3% | +418.4% | -443.7% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling