+195.6%
EQT vs NCLH
-41.4%
+237.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | -1.2% | -6.5% | +5.4% | -0.3% |
| 30D | +1.1% | -22.1% | +23.2% | +4.3% |
| 3M | +4.8% | -18.7% | +23.5% | +6.9% |
| 6M | -10.6% | -28.4% | +17.8% | -7.7% |
| YTD | +3.4% | -34.7% | +38.2% | +7.3% |
| 1Y | +8.7% | -42.7% | +51.4% | +14.6% |
| 3Y | +35.0% | -10.6% | +45.6% | +26.6% |
| All | +195.6% | -41.4% | +237.0% | +186.5% |
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