-41.5%
NCLH vs FIVE
+64.7%
-106.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -2.7% |
| 7D | -4.6% | +1.7% | -6.3% | -5.1% |
| 30D | -19.9% | +5.0% | -24.9% | -21.1% |
| 3M | -22.0% | +29.5% | -51.5% | -28.1% |
| 6M | -28.3% | +12.4% | -40.7% | -31.4% |
| YTD | -33.5% | +31.2% | -64.7% | -40.6% |
| 1Y | -41.5% | +72.9% | -114.3% | -51.5% |
| All | -41.5% | +64.7% | -106.2% | -51.5% |
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