-40.5%
NCLH vs EXPE
+89.3%
-129.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.0% |
| 7D | -4.6% | -11.5% | +6.9% | +3.3% |
| 30D | -19.9% | -13.1% | -6.9% | -12.5% |
| 3M | -22.0% | +18.1% | -40.1% | -31.2% |
| 6M | -28.3% | +13.3% | -41.6% | -35.3% |
| YTD | -33.5% | -3.2% | -30.2% | -34.6% |
| 1Y | -41.5% | +26.1% | -67.6% | -53.5% |
| 3Y | -8.9% | +151.7% | -160.6% | -60.5% |
| 5Y | -40.5% | +88.3% | -128.8% | -68.5% |
| All | -40.5% | +89.3% | -129.7% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling