+67.7%
V vs NCLH
-39.0%
+106.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.2% |
| 7D | -2.9% | -4.6% | +1.7% | -2.2% |
| 30D | +1.9% | -19.9% | +21.8% | +5.3% |
| 3M | +13.2% | -22.0% | +35.2% | +17.0% |
| 6M | +16.7% | -28.3% | +45.0% | +21.6% |
| YTD | +5.4% | -33.5% | +38.9% | +10.5% |
| 1Y | +7.7% | -41.5% | +49.1% | +14.6% |
| 3Y | +52.0% | -8.9% | +60.9% | +44.6% |
| 5Y | +67.7% | -40.5% | +108.2% | +63.7% |
| All | +67.7% | -39.0% | +106.8% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling