+40.4%
NCLH vs FIVE
+43.9%
-3.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +6.3% | +7.3% | -1.1% | +3.8% |
| 30D | +18.9% | +18.1% | +0.8% | +12.7% |
| 3M | -0.2% | +7.7% | -7.9% | -2.8% |
| 6M | +8.4% | +13.6% | -5.2% | +2.4% |
| YTD | -17.1% | +34.6% | -51.7% | -26.3% |
| 1Y | -2.8% | +66.2% | -69.0% | -19.7% |
| 3Y | +40.4% | +43.5% | -3.0% | +3.7% |
| All | +40.4% | +43.9% | -3.5% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling