+108.8%
V vs NCLH
-30.9%
+139.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +0.8% | +6.3% | -5.5% | -0.1% |
| 30D | +9.9% | +18.9% | -8.9% | +7.0% |
| 3M | +17.5% | -0.2% | +17.7% | +17.2% |
| 6M | +33.5% | +8.4% | +25.1% | +30.7% |
| YTD | +21.6% | -17.1% | +38.6% | +23.0% |
| 1Y | +27.6% | -2.8% | +30.4% | +25.8% |
| 3Y | +76.4% | +40.4% | +36.0% | +56.9% |
| All | +108.8% | -30.9% | +139.7% | +104.1% |
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