-37.0%
NCLH vs FIVE
+38.7%
-75.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -0.3% | +3.7% | -3.9% | -2.0% |
| 30D | -20.1% | +4.0% | -24.0% | -21.7% |
| 3M | -17.0% | +36.2% | -53.3% | -29.1% |
| 6M | -23.2% | +18.0% | -41.3% | -30.9% |
| YTD | -31.0% | +34.9% | -65.9% | -41.8% |
| 1Y | -37.3% | +67.9% | -105.2% | -52.9% |
| 3Y | -5.6% | +57.3% | -62.9% | -33.1% |
| 5Y | -37.0% | +39.5% | -76.5% | -54.6% |
| All | -37.0% | +38.7% | -75.7% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling