+49.5%
EQT vs NCLH
-57.7%
+107.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | -1.2% | -6.5% | +5.4% | -0.2% |
| 30D | +1.1% | -22.1% | +23.2% | +4.8% |
| 3M | +4.8% | -18.7% | +23.5% | +7.3% |
| 6M | -10.6% | -28.4% | +17.8% | -7.4% |
| YTD | +3.4% | -34.7% | +38.2% | +7.8% |
| 1Y | +8.7% | -42.7% | +51.4% | +15.0% |
| 3Y | +35.0% | -10.6% | +45.6% | +27.8% |
| 5Y | +204.2% | -40.7% | +245.0% | +191.8% |
| All | +49.5% | -57.7% | +107.2% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling