+379.1%
V vs NCLH
-56.9%
+436.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | -1.2% | -4.8% | +3.6% | -0.4% |
| 30D | +3.1% | -21.7% | +24.7% | +7.2% |
| 3M | +16.3% | -22.2% | +38.6% | +20.7% |
| 6M | +20.4% | -27.5% | +47.9% | +25.5% |
| YTD | +6.3% | -33.6% | +39.9% | +11.8% |
| 1Y | +8.7% | -45.0% | +53.7% | +17.5% |
| 3Y | +53.3% | -11.0% | +64.3% | +46.3% |
| 5Y | +71.1% | -39.7% | +110.8% | +65.0% |
| All | +379.1% | -56.9% | +436.1% | +356.2% |
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