+174.2%
EFA vs NCLH
-40.8%
+215.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.6% |
| 7D | -0.5% | -4.6% | +4.2% | +0.2% |
| 30D | -1.3% | -19.9% | +18.6% | +1.9% |
| 3M | +5.2% | -22.0% | +27.2% | +8.6% |
| 6M | +9.4% | -28.3% | +37.6% | +13.9% |
| YTD | +12.7% | -33.5% | +46.2% | +18.0% |
| 1Y | +19.3% | -41.5% | +60.7% | +26.7% |
| 3Y | +66.3% | -8.9% | +75.2% | +59.3% |
| 5Y | +53.4% | -40.5% | +93.8% | +48.7% |
| 10Y | +144.4% | -57.0% | +201.4% | +114.8% |
| All | +174.2% | -40.8% | +215.1% | +139.8% |
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