-10.9%
NCLH vs EXR
+21.4%
-32.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.3% |
| 7D | -4.6% | -3.1% | -1.6% | -3.1% |
| 30D | -19.9% | -7.5% | -12.4% | -16.8% |
| 3M | -22.0% | -7.5% | -14.5% | -18.8% |
| 6M | -28.3% | -5.2% | -23.1% | -26.3% |
| YTD | -33.5% | +6.5% | -40.0% | -34.9% |
| 1Y | -41.5% | -2.0% | -39.4% | -40.9% |
| All | -10.9% | +21.4% | -32.2% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling