-56.3%
NCLH vs EXR
+215.7%
-272.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | +1.7% | -1.2% | +2.9% | +2.2% |
| 30D | +17.9% | +18.3% | -0.4% | +9.8% |
| 3M | -4.5% | +9.1% | -13.6% | -7.9% |
| 6M | +12.9% | +11.7% | +1.1% | +7.9% |
| YTD | -19.1% | +25.7% | -44.8% | -26.3% |
| 1Y | -4.6% | +24.9% | -29.6% | -12.9% |
| 3Y | +37.0% | +51.4% | -14.4% | +12.8% |
| 5Y | -29.5% | -1.9% | -27.6% | -32.3% |
| All | -56.3% | +215.7% | -272.0% | -68.9% |
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