+643.8%
EWT vs NCLH
-40.8%
+684.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.7% |
| 7D | +2.1% | -4.6% | +6.8% | +2.8% |
| 30D | +9.4% | -19.9% | +29.3% | +12.8% |
| 3M | +10.9% | -22.0% | +32.8% | +14.3% |
| 6M | +57.9% | -28.3% | +86.2% | +64.4% |
| YTD | +75.9% | -33.5% | +109.4% | +84.0% |
| 1Y | +89.7% | -41.5% | +131.2% | +101.2% |
| 3Y | +200.9% | -8.9% | +209.8% | +191.1% |
| 5Y | +154.5% | -40.5% | +195.0% | +148.8% |
| 10Y | +520.8% | -57.0% | +577.7% | +465.4% |
| All | +643.8% | -40.8% | +684.7% | +584.8% |
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