-1.0%
NCLH vs FIVE
+63.3%
-64.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.7% | +0.1% | +4.4% |
| 7D | +15.8% | +7.5% | +8.3% | +13.2% |
| 30D | +25.1% | +16.7% | +8.4% | +19.3% |
| 3M | -7.3% | +13.4% | -20.7% | -10.9% |
| 6M | +8.1% | +9.0% | -0.9% | +5.8% |
| YTD | -16.7% | +33.8% | -50.5% | -29.4% |
| 1Y | -1.0% | +61.2% | -62.2% | -24.4% |
| All | -1.0% | +63.3% | -64.3% | -24.4% |
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