+945.9%
V vs NCLH
-38.0%
+983.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -1.7% | -6.5% | +4.8% | -0.6% |
| 30D | +2.0% | -23.3% | +25.3% | +6.6% |
| 3M | +17.4% | -18.6% | +36.0% | +21.0% |
| 6M | +17.5% | -26.2% | +43.7% | +22.3% |
| YTD | +7.6% | -30.2% | +37.8% | +12.5% |
| 1Y | +7.7% | -39.2% | +46.9% | +14.7% |
| 3Y | +54.7% | -5.1% | +59.7% | +45.5% |
| 5Y | +73.0% | -36.8% | +109.8% | +65.1% |
| 10Y | +390.9% | -56.3% | +447.1% | +320.2% |
| All | +945.9% | -38.0% | +983.9% | +755.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling