+55.2%
EWT vs NCLH
-8.8%
+64.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.8% | -8.0% | -2.2% |
| 7D | -10.9% | +15.8% | -26.7% | -12.9% |
| 30D | -17.7% | +25.1% | -42.8% | -20.7% |
| 3M | -5.0% | -7.3% | +2.3% | -3.9% |
| 6M | +7.4% | +8.1% | -0.8% | +4.3% |
| YTD | +52.8% | -16.7% | +69.5% | +53.0% |
| 1Y | +55.2% | -1.0% | +56.2% | +52.3% |
| All | +55.2% | -8.8% | +64.0% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling