-39.2%
NCLH vs FIVE
+66.7%
-105.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.5% |
| 7D | -6.5% | +4.3% | -10.7% | -7.6% |
| 30D | -23.3% | +12.5% | -35.8% | -25.7% |
| 3M | -18.6% | +31.2% | -49.8% | -24.9% |
| 6M | -26.2% | +14.4% | -40.6% | -29.5% |
| YTD | -30.2% | +33.9% | -64.1% | -37.3% |
| 1Y | -39.2% | +65.1% | -104.2% | -48.6% |
| All | -39.2% | +66.7% | -105.8% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling