-37.2%
NCLH vs EXR
+495.6%
-532.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -6.5% | -2.6% | -3.9% | -5.5% |
| 30D | -23.3% | -7.2% | -16.1% | -20.8% |
| 3M | -18.6% | -3.5% | -15.1% | -17.3% |
| 6M | -26.2% | -5.3% | -20.9% | -24.4% |
| YTD | -30.2% | +9.4% | -39.6% | -32.6% |
| 1Y | -39.2% | +1.3% | -40.5% | -39.4% |
| 3Y | -5.1% | +22.4% | -27.5% | -14.4% |
| 5Y | -36.8% | -12.2% | -24.5% | -36.2% |
| 10Y | -56.3% | +148.6% | -204.9% | -69.6% |
| All | -37.2% | +495.6% | -532.8% | -61.4% |
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 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