-14.1%
NCLH vs NVD
-99.1%
+85.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.8% |
| 7D | -4.8% | +10.8% | -15.7% | -3.2% |
| 30D | -21.7% | +0.8% | -22.4% | -21.2% |
| 3M | -22.2% | -20.8% | -1.4% | -24.2% |
| 6M | -27.5% | -41.2% | +13.6% | -31.6% |
| YTD | -33.6% | -44.2% | +10.6% | -37.3% |
| 1Y | -45.0% | -54.2% | +9.2% | -49.0% |
| 3Y | -11.0% | -99.1% | +88.1% | -42.1% |
| All | -14.1% | -99.1% | +85.0% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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