+513.6%
EWT vs NCLH
-56.9%
+570.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | -1.1% | -4.8% | +3.7% | -0.4% |
| 30D | +4.5% | -21.7% | +26.1% | +8.0% |
| 3M | +8.3% | -22.2% | +30.5% | +11.6% |
| 6M | +54.2% | -27.5% | +81.8% | +60.1% |
| YTD | +74.6% | -33.6% | +108.2% | +82.5% |
| 1Y | +84.9% | -45.0% | +129.9% | +97.6% |
| 3Y | +197.5% | -11.0% | +208.6% | +189.2% |
| 5Y | +150.6% | -39.7% | +190.3% | +144.8% |
| All | +513.6% | -56.9% | +570.6% | +495.7% |
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