-37.2%
NCLH vs FIVE
+596.7%
-633.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -2.5% |
| 7D | -6.5% | +4.3% | -10.7% | -8.4% |
| 30D | -23.3% | +12.5% | -35.8% | -27.7% |
| 3M | -18.6% | +31.2% | -49.8% | -29.2% |
| 6M | -26.2% | +14.4% | -40.6% | -32.7% |
| YTD | -30.2% | +33.9% | -64.1% | -40.8% |
| 1Y | -39.2% | +65.1% | -104.2% | -53.8% |
| 3Y | -5.1% | +49.0% | -54.0% | -31.7% |
| 5Y | -36.8% | +30.3% | -67.1% | -52.5% |
| 10Y | -56.3% | +481.1% | -537.4% | -79.4% |
| All | -37.2% | +596.7% | -633.9% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling