-57.0%
NCLH vs FIVE
+486.0%
-543.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.0% |
| 7D | -4.6% | +1.7% | -6.3% | -5.6% |
| 30D | -19.9% | +5.0% | -24.9% | -22.3% |
| 3M | -22.0% | +29.5% | -51.5% | -33.3% |
| 6M | -28.3% | +12.4% | -40.7% | -35.1% |
| YTD | -33.5% | +31.2% | -64.7% | -44.6% |
| 1Y | -41.5% | +72.9% | -114.3% | -58.7% |
| 3Y | -8.9% | +53.0% | -61.9% | -39.6% |
| 5Y | -40.5% | +34.2% | -74.6% | -58.8% |
| 10Y | -57.0% | +497.6% | -554.6% | -84.1% |
| All | -57.0% | +486.0% | -543.0% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling