+484.0%
V vs NCLH
-53.4%
+537.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +9.0% | +20.8% | -11.8% | +5.4% |
| 3M | +16.7% | -8.1% | +24.9% | +18.0% |
| 6M | +33.4% | +11.8% | +21.6% | +29.7% |
| YTD | +22.4% | -19.5% | +41.9% | +24.4% |
| 1Y | +27.7% | -3.2% | +30.9% | +25.7% |
| 3Y | +78.0% | +37.1% | +40.9% | +57.5% |
| 5Y | +108.5% | -29.9% | +138.4% | +95.8% |
| All | +484.0% | -53.4% | +537.4% | +422.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 10y: compounded portfolio wealth divided by compounded NCLH 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…
10y analysis · Full analysis span regression · 6 months rolling