-27.6%
NCLH vs EXR
+585.9%
-613.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.2% | -0.4% | +0.7% | +0.4% |
| 30D | +20.8% | +18.2% | +2.6% | +12.8% |
| 3M | -8.1% | +7.3% | -15.5% | -10.6% |
| 6M | +11.8% | +13.8% | -2.0% | +6.3% |
| YTD | -19.5% | +25.9% | -45.5% | -26.5% |
| 1Y | -3.2% | +25.8% | -29.0% | -11.5% |
| 3Y | +37.1% | +53.7% | -16.6% | +13.2% |
| 5Y | -29.9% | -1.8% | -28.2% | -32.3% |
| 10Y | -53.3% | +214.5% | -267.8% | -70.2% |
| All | -27.6% | +585.9% | -613.4% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling