-56.6%
NCLH vs EXPE
+123.5%
-180.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.4% |
| 7D | +0.2% | -0.5% | +0.7% | +0.5% |
| 30D | +20.8% | -6.1% | +26.9% | +24.4% |
| 3M | -8.1% | -21.3% | +13.2% | +7.4% |
| 6M | +11.8% | +19.0% | -7.2% | -6.7% |
| YTD | -19.5% | -8.4% | -11.1% | -20.6% |
| 1Y | -3.2% | -2.8% | -0.4% | -9.5% |
| 3Y | +37.1% | +120.8% | -83.7% | -42.7% |
| 5Y | -29.9% | +46.2% | -76.1% | -59.4% |
| All | -56.6% | +123.5% | -180.1% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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