-58.0%
NCLH vs EXR
+151.8%
-209.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -4.8% | -1.2% | -3.7% | -4.3% |
| 30D | -21.7% | -6.2% | -15.5% | -19.4% |
| 3M | -22.2% | -7.4% | -14.8% | -19.5% |
| 6M | -27.5% | -0.5% | -27.0% | -27.0% |
| YTD | -33.6% | +8.1% | -41.7% | -35.6% |
| 1Y | -45.0% | -2.9% | -42.1% | -44.3% |
| 3Y | -11.0% | +22.9% | -34.0% | -20.3% |
| 5Y | -39.7% | -10.2% | -29.6% | -39.7% |
| All | -58.0% | +151.8% | -209.7% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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