+52.7%
EFA vs NCLH
-40.4%
+93.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | -1.5% | -4.8% | +3.3% | -0.8% |
| 30D | -1.7% | -21.7% | +20.0% | +1.8% |
| 3M | +3.5% | -22.2% | +25.7% | +6.8% |
| 6M | +9.5% | -27.5% | +37.0% | +13.6% |
| YTD | +12.9% | -33.6% | +46.5% | +18.0% |
| 1Y | +18.2% | -45.0% | +63.2% | +26.4% |
| 3Y | +64.8% | -11.0% | +75.9% | +58.0% |
| All | +52.7% | -40.4% | +93.1% | +47.6% |
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